The current work reveals the data of the study which examines the relationships among epistemological beliefs, conceptions of learning, and self-efficacy for biology learning with the help of the Structural Equation Modeling. Three questionnaires, the Epistemological Beliefs, the Conceptions of Learning Biology and the Self-efficacy for Learning Biology, have been used to investigate 384 high school students' epistemological beliefs, conceptions of learning, and self-efficacy for learning biology, respectively.The results indicate that the students' epistemological beliefs about the source/certainty, justification, and development of biology knowledge have some direct and positive relations with some factors of conceptions of learning. Moreover, it has been found that those students' epistemological beliefs about justification and development, and their conceptions of learning about applying, understanding, and seeing in a new way directly and positively relate to the students' self-efficacy for learning. Only the source/certainty of knowledge directly and negatively relates to the students' self-efficacy. In addition, the students' epistemological beliefs play an indirect role in the students' self efficacy through the mediator of conceptions of learning. It can be said that all these information about the students' epistemological beliefs, conceptions of learning, and self-efficacy for biology learning are required for an effective teaching and learning process.