Instruction in vocational schools is substantially different from general schools (orientation towards work and business processes rather than school subjects). This raises the question if vocational schools represent a sensitive phase for students' academic self-concept. Thus, we tested reciprocal effects among students' self-concept on the one hand and students' achievement as well as students' perception of classroom climate on the other hand. In addition, we analysed compositional effects (Big-Fish-Little-Pond Effect) and climate effects (school climate). In order to test our hypotheses, we estimated longitudinal random intercept cross-lagged panel models as well as multilevel latent contextual models on basis of student data (n = 801) of 24 classes of vocational fulltime schools at grade 9, 10, and 11. The results confirm reciprocal effects only in case of grade point average but not when standardized tests are used to assess students' competence. Furthermore, academic self-concept predicts students' individual perception of teachers autonomy and competence support. Contextual effects could not be observed. The results raise questions as to whether teachers can still foster students' academic self-concept in vocational schools, in adolescence respectively, by offering motivational contexts.