The purpose of this study was to confirm the structural relationships of other-oriented sources of self-efficacy, self-efficacy, and class engagement and to examine the moderating effect of performance approach goal. In this study, the six-factor structure of the other-oriented sources of self-efficacy was verified in the mathematics and physical education domains of middle school students, and structural equation analysis was conducted to confirm structural relationships of other-oriented sources of self-efficacy, self-efficacy, and class engagement in the mathematics and physical education domains. In addition, an independent sample t-test and multi-group analysis were conducted to find out the difference according to the level of the performance approach goal. For this purpose, data of 392 middle school students were used. As a result of the study, first, the six-factor other-oriented sources of self-efficacy was found to be valid in both mathematics and physical education. Second, in mathematics, family''s social persuasion had a significant effect on self-efficacy, and in physical education, vicarious experiences of peers had a significant effect on self-efficacy. Third, in mathematics, a full mediating effect of self-efficacy was shown in the relationship between other-oriented sources and class engagement, and a partial mediating effect was shown in physical education. Fourth, there was a significant difference in the other-oriented sources of self-efficacy, self-efficacy, and class engagement in mathematics and physical education according to the level of performance approach goals. Fifth, the moderating effect of performance approach goals appeared in mathematics, and there was a significant path difference in the relationship between self-efficacy and class engagement. Sixth, the moderating effect of the performance approach goal appeared in physical education, and there was a significant path difference in the relationship between social persuasion of family and peers and self-efficacy. This study is meaningful in that it examines the influence of family, teachers, and peers as sources of self-efficacy in middle school students, and compares the influence of different sources on the two subject areas of mathematics and physical education by considering the characteristics of the subjects. In addition, this study is significant in that it confirmed that the level of variables and the aspect of the relationship between variables can be different depending on the performance approach goals. Therefore, in order to improve class engagement in groups with low performance approach goals and maintain class engagement in groups with high performance approach goals, it was suggested that curriculum, teaching strategies should be effectively constructed to increase the source of self-efficacy and self-efficacy.