The present study explored listening strategy use among a group of Egyptian EFL college sophomores (N = 84). More specifically, it aimed to identify 1) the strategies used more often by participants, 2) the relationship between listening strategy use, and listening comprehension and self-efficacy, and 3) differences in listening comprehension and self-efficacy between students with high and low strategy frequency. A Listening Comprehension Test adapted from paper-based Longman TOEFL test was used to assess participants' listening comprehension. Listening strategy use and self-efficacy about listening were assessed by two instruments developed by the researcher based on relevant literature: a Listening Strategy Questionnaire and a Self-efficacy Questionnaire. Descriptive statistics, correlation coefficients and t-test for independent samples were computed to answer the research questions. Results revealed that cognitive strategies were used more often by participants, followed by metacognitive and socioaffective strategies. Listening strategies correlated significantly with both listening comprehension and self-efficacy. Except for socioaffective strategies, participants with high frequent overall strategy use, cognitive strategies and metacognitive strategies outperformed their counterparts with low frequency in both listening comprehension and self-efficacy. Implications and suggestions for further research are reported.