This three-wave, longitudinal study explored the math self-concept of German preschool children (N = 420) with respect to its differentiation into competence and affect components, cross-sectional and longitudinal relations to early math achievement, and invariance across gender. Findings demonstrated that preschool children's math self-concept can be separated into competence and affect components, with the competence component displaying higher relations to early math achievement than the affect component. The competence component but not the affect component was found to be related to prior math achievement, providing evidence of the skill-development model of self-concept-achievement relations in preschool years. Boys and girls demonstrated similar self-concept-achievement relations and mean levels in the competence and affect components of math self-concept. Given so far little research on self-concept in preschool children, this study offers important insights and expands current knowledge. (author abstract)