This study applied a three-step latent class analysis (LCA) approach to explore latent classes of learning strategy use and their moderation effects on the relationships between motivation and mathematics performance. The data of 15-year-old students from five East Asian educational systems related to Chinese culture in the Programme of International Student Assessment (PISA) in 2012 were analyzed. The findings indicated that Shanghai, Singapore, Taiwan, and Macau showed three latent classes of learning strategies, whereas Hong Kong had two latent classes. Most students in the five educational systems reported to use the control strategy, some students reported the use of combined learning strategies, and few students reported the use of memorization except for students in Shanghai. Furthermore, we found the moderation effects of learning strategy use on mathematics performance depended on the types of motivation and educational systems. This study provides insights into the advantages of a three-step LCA approach in educational research.