The aim of this study is to investigate high school student's self-efficacy beliefs in mathematical literacy (ML) and to explore their views on the connections between mathematics and the real world according to their levels of ML self-efficacy beliefs. Both quantitative and qualitative data was collected from 40 high school students. Data collection tools included an "ML Self-efficacy Scale" and an interview schedule. Data analysis indicated that high school students' had medium levels of ML self-efficacy beliefs. In relation to high school students' ML self-efficacy beliefs, participants had similar views on the connections between mathematics and the real world. Although students who had medium and high levels of ML self-efficacy beliefs had positive views on connections between mathematics and the real world, the findings suggested that these were limited to the benefits of connections, to the situations, circumstances of using mathematics in real world and to the mathematical concepts they can use. The findings also indicated that student views were below the preferred, expected levels. (Contains 8 tables.)