Students’ math abilities and skills are critical for their academic success in math-intensive study programs. Thus, intervention efforts to increase students’ participation and retention in math-intensive fields often target their math knowledge and skills, for instance, via diagnostic self-tests and tailored instruction. However, students’ quality of engagement in these self-tests and interventions is an important prerequisite for their effectiveness. Using data from the Test-M project, which was conducted with beginning postsecondary students enrolled in math-intensive study programs (N = 3,213; 33% female), this study examined students’ level of test engagement while using a comprehensive and freely available digital math self-test provided by the NRW state ministry of culture and science. This digital tool assesses students’ level of math proficiency, identifies areas in need of improvement, and provides information about relevant skill training opportunities. We find interindividual differences in students’ level of test engagement in terms of their subjective evaluations of the tested math content (e.g., motivation while working on the math problems), as well as test persistence (e.g., the proportion of seen but unanswered questions) and performance. These differences favored male and higher-achieving students, students who were native speakers of German, those who participated in self-testing in-person rather than online, and those with more positive math achievement and math-related motivations before self-testing. Such students were most likely to engage with the self-test and thus potentially benefit from this type of intervention. Higher test engagement was linked to higher test performance, underscoring the importance of test-taking motivation for the utility of self-testing.