Pre-service mathematics teachers (PSTs) enter university with diverse beliefs and understandings of teaching and learning; yet, they may not be aware of how these conceptions are related to their epistemological and efficacy beliefs. This study explored how the mathematical beliefs, mathematics self-efficacy, and mathematics teaching efficacy of PSTs predict their teaching and learning conceptions. Participants were 80 PSTs (59.7% men and 40.3% women) who were studying in a 5-year full-time undergraduate degree program at a comprehensive research university in Hong Kong. Multiple regression analyses were performed to investigate the relationships between the PSTs' teaching and learning conceptions and various predictors. The results indicated that mathematical beliefs and personal mathematics teaching efficacy, a component of mathematics teaching efficacy, predicted traditional conceptions. Mathematics self-efficacy and mathematics teaching outcome expectancy, another component of mathematics teaching efficacy, predicted constructivist conceptions. This study yields insights into the different roles of mathematical beliefs, mathematics self-efficacy, and mathematics teaching efficacy in explaining and predicting the teaching and learning conceptions among PSTs, which demonstrates the potential to inform and improve PSTs' professional learning and development. Copyright © 2022 Springer.