This paper aims to investigate if and how students' engagement in mathematics affect their learning outcomes. Specifically, it searches for direct and/or indirect effects of instructional engagement on cognitive and affective learning outcomes in mathematics. Separate multilevel analyses were employed for each European country that participated in TIMSS 2015 cycle. Initially, the direct effect of instructional engagement on both math achievement and students' attitudes towards learning mathematics was examined. A direct effect of instructional engagement on attitudes towards learning mathematics was identified. Then, the indirect effect of instructional engagement on math achievement via the students' attitudes towards learning mathematics was investigated. In eight countries, indirect effects of instructional engagement on cognitive outcomes were identified. Implications of findings for research, policy, and practice are drawn.