Background: This study evaluates students’ affective factors that are related to the mathematical literacy skills assessed by the Programme for International Student Assessment (PISA) 2003. Purpose: The purpose of the study is to test a linear structural model to investigate affective variables that are related to the mathematical literacy skills of 15-year-old Turkish students in the PISA 2003. Design and Methods: The PISA data set was analyzed for Turkish students within the framework of linear structural modeling. The affective variables that are presumably related to mathematical literacy skills were assessed by the student questionnaire in the PISA 2003 and were considered in the proposed model. The following were used as variables to explain the mathematical literacy measures of students: Interest in and Enjoyment of Mathematics, Instrumental Motivation in Mathematics, Anxiety in Mathematics, Self-Efficacy in Mathematics, Self-Concept in Mathematics, Sense of Belonging at School, and Disciplinary Climate in Mathematics Lessons. Additionally, the impacts of Sense of Belonging at School and Disciplinary Climate in Mathematics Lessons on Mathematical Literacy were also tested in the proposed model. Thus, both Sense of Belonging at School and Disciplinary Climate in Mathematics Lessons were treated as exogenous and endogenous variables.