The affective turn in language education has prompted increasing scholarly attention to teachers’ emotional experiences. While teacher self-efficacy has been recognized as a predictor of work engagement, the mediating roles of specific teaching emotions remain underexplored. Grounded in the “EMPATHICS” framework, this study investigated how foreign language teaching anxiety (FLTA) and enjoyment (FLTE) mediate the relationship between self-efficacy and work engagement among school-level EFL teachers. Data from 288 EFL teachers in primary and secondary schools across China were analyzed using structural equation modeling with bias-corrected bootstrap mediation analysis (5000 resamples). Results showed that self-efficacy was positively associated with work engagement (β = 0.232, p = 0.023) and enjoyment (β = 0.640, p < 0.001), and negatively associated with anxiety (β = −0.507, p < 0.001). Both anxiety (B = 0.360, BC 95% CI [0.218, 0.573]) and enjoyment (B = 0.418, BC 95% CI [0.175, 0.779]) significantly mediated the relationship between self-efficacy and work engagement. These findings highlight the dual-affective mechanism linking self-efficacy to work engagement and underscore the value of fostering self-efficacy while addressing both teaching anxiety and enjoyment in school-based EFL contexts.