This research aims to scrutinize the moderating effect of teacher interaction on the relationships between students' self-efficacy and achievement in mathematics in three countries, Korea, Singapore, and the USA. We analyzed the Trends in International Mathematics and Science Study (TIMSS) 2015 data with hierarchical linear modeling. The findings show that in each country, different types of teacher interaction moderate the relationships between students' self-efficacy and achievement in mathematics. Also, when moderated relationships are found, Korean students with lower self-efficacy are likely to have higher achievement when teachers interact with each other very often. Singaporean students across all self-efficacy levels are expected to have advantages of high achievement from teachers interacting with other teachers. However, US students have similar achievement although teachers have frequent interaction with other teachers. We suggest several implications: To improve educational systems, it is necessary to consider which type of teacher interaction is common in that specific context as well as to examine how teacher interaction moderates the relationships between students' self-efficacy and achievement in mathematics.