This chapter presents arguments and examples highlighting the similarities and differences between statistics, statistical modelling and mathematical modelling. Based on educational research that focuses on statistical modelling and mathematical modelling, we elaborate on the potentially productive connections for the development of, and research on, the teaching and learning of statistics, statistical modelling and mathematical modelling. We outline the development of an ongoing research agenda that pursues a framework for how to conceptualise the connection between statistics and statistical modelling on the one hand, and mathematical modelling on the other, as well as suggest how to further develop this emerging framework in order to provide a richer, more nuanced and useful picture of the relationship between statistics, statistical modelling and mathematical modelling.