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Valid concern has been expressed about the poor academic performance of African American students, in comparison to their other ethnic counterparts. The literature has attempted to explain this anomaly. A large portion of the studies show how socioeconomic standing and parental involvement play a role in this achievement gap. A more modest smattering used psychological factors to explain the deplorable academic achievement in African Americans. One such psychological factor, self-efficacy, was not well represented in the literature; few papers discussed the association of self-efficacy and African American academic success. The purpose of this study was to describe self-efficacy levels of individuals of different ethnic groups. The study was non-experimental and used a survey methodology as a means to collect data. A 14-question survey was created, with questions that ascertained self-efficacy, ethnicity, gender, age, class standing, academic discipline, and perceived academic success. The sample of convenience consisted of 394 students from Southern Adventist University. Results showed that there were no significant differences in self-efficacy among differing ethnic groups, academic disciplines, or along the spectrum of age. Results also found a statistically significance gender difference in self-efficacy, with males toting higher scores, and a positive correlation between GPA and self-efficacy. This research can further elucidate how different sexes and ethnic groups believe in their capabilities and this can be extrapolated to academia to answer the question of achievement gaps.