The present study explored predictive paths between performance accomplishments, self-efficacy, and performance among Sport Studies students taking a Level 1 statistics module. Fifty-eight Level 1 Sport Studies undergraduate degree students completed a 44-item self-efficacy measure and an assessment of perceived academic success at the start of the module. Self-assessed worksheets taken in weeks 4 and 5 were used as a second performance measure. Self-efficacy was re-assessed in week 7 and students handed the assignment for the module in week 8. Path analysis results using structural equation modeling indicated that perceived academic success was associated with the first self-efficacy measure, which in turn predicted worksheet success, and the two self-efficacy measures correlated. The second self-efficacy measure predicted module performance, and importantly showed the strongest relationship of all predictor variables. We suggest that future research should investigate the effectiveness of strategies designed to enhance self-efficacy.