What is the causal relationship between students’ interest and self-efficacy for statistics knowledge? Although this question has been explored in other curriculum domains, there is less research in mathematics, in part because general and broad measures of students’ mathematics achievement, interest, and self-efficacy have often demonstrated limited interaction effects. These components are now seen as multidimensional, and the more specific and targeted the domains, the greater the opportunity for causal interaction patterns to be identified. The specific mathematical knowledge domain in this study was middle school students’ statistical knowledge and statistical comprehension— their “statistical literacy.” On the basis of existing theoretical frameworks, instruments were developed to assess students’ interest and self-efficacy levels in statistics (the Statistical Literacy Interest Measure and the Self-Efficacy for Statistical Literacy measure). The two instruments were administered to 218 students in Grades 6 to 10. Together with achievement and demographic data, the results were used to build a structural equation model of factors that influenced middle school students’ statistical literacy. Students’ self-efficacy in statistics was a significant predictor of achievement, with students’ levels of interest in statistics strongly associated with their levels of self-efficacy. This supports the theoretical perspective that teachers can activate students’ situational interest and that this activation is a positive agent that influences students’ engagement, commitment, and persistence (as shown by their self-efficacy levels) and consequently their achievement. Interviews with the teachers were also conducted; these indicated that active promotion of student interest using relevant and meaningful activities positively influenced students’ knowledge of statistics. The findings suggest the importance of conducting causal research in specific curriculum domains and the interrelated nature of students’ knowledge, interest, and self-efficacy. This study emphasizes the need for teachers to understand that students’ situational interest is a key element in their learning, one that needs to be triggered and developed so that students foster enduring interest in learning.