<p>This study primarily investigates gender differences in peer experience, mathematical self-efficacy, intrinsic value, and mathematical achievement, as well as the prospective associations among these variables. First-year students from two Chinese colleges participated in this research. Data were collected across three waves over the course of one academic year. Initially, 800 first-year students completed scales measuring peer experience and intrinsic value. Six months later, 660 students completed a mathematical self-efficacy scale during the second phase of the study. Eight months later, data on mathematical achievement were collected from 647 students. The first finding indicated that there were gender differences in peer experience, intrinsic value, and mathematical self-efficacy, with males’ average values being significantly higher than those of females. The second finding revealed that peer experience positively and significantly predicted mathematical self-efficacy; however, it had no direct predictive effect on mathematical achievement. Furthermore, intrinsic value significantly moderated the relationships between peer experience and both mathematical self-efficacy and mathematical achievement. The mediated moderation model accounted for 4.3% of the variance in mathematical achievement. These findings have practical implications for understanding how peer experience relates to college students’ mathematical achievement and suggest that more attention should be paid to enhancing college students’ intrinsic value and math self-efficacy, which are associated with their mathematical achievement.</p>