The success of East Asian school education in general, and in mathematics education in particular, has been an ongoing subject of research over the last few decades in the “West”, suggesting that no conclusive factor(s) underlying performance appears to have been identified yet. The phenomenon of the “paradox of the Chinese learner” remains, while OECD data indicates an absence of correlation between affective factors and performance. This paper reports on a research study that has been designed to explore the possible involvement — and significance — in student learning of the conative domain, since most if not all prior studies had focused only on the cognitive and affective domains. To this end, a validated questionnaire was administered to 1,505 students from primary and secondary schools in Hong Kong. The “What I Find Important (in My Mathematics Learning)” questionnaire collects data regarding student valuing in three ways: a 5-point Likert scale (64 items), semantic differential items (10 items), and an open-ended, scenario-stimulated response section (4 items). Principal component analysis and content analysis of collected questionnaire data suggest that Hong Kong students highly valued 11 attributes, namely word-problem skills, activities, practice, exploration, ICT, connections, process, feedback, explanation, control, and certainty. These values are interpreted from a sociocultural lens, with some of these associated with Confucian Heritage Culture values, but at the same time having interacted with cognitive and affective factors potentially to optimize student performance. Copyright © 2018 HKERA International Conference.