This study investigates the Swedish engineering students' mathematical self-concept and how it depends on their study habits and beliefs about the nature of mathematics. Our findings show that the students' mathematical self-concept is related to their study habits, but none of the habits alone explains a major part of the variation in the domain- and course-specific self-concept variables contained in our data. Nevertheless, active reading textbooks and discussing one's own solutions to exercises with the teacher(s) of the course are clearly related to a better mathematical self-concept. Similarly, students who think that exact reasoning characterizes the nature of mathematics have a better mathematical self-concept compared to, e.g., students who consider mathematics merely as a toolbox of procedures for solving mathematical problems. In our data, male students have a little better self-concept than female students, e.g., in the domain of interpreting and manipulating mathematical expressions. This may be due to the fact that male students, on average, have a stronger formalism-related orientation to mathematics, whereas female students have stronger scheme-and process-related orientations to mathematics.