The purpose of this study is to examine vocational school students' self-efficacy beliefs in mathematics and their achievement levels. As the data collection tool, "Self-Efficacy Perception of Mathematics Scale" developed by Umay (2001) was used in the study. The sample is composed of 178 students who were attending different programs of Tatvan Vocational School of Bitlis Eren University. The research was performed in the academic year of 2014 to 2015. ANOVA and t-test were used for testing the research hypotheses. The results obtained show that there is no significant difference between students' genders and their self-efficacy beliefs; however there are statistically significant differences among their self-efficacy beliefs by their school of graduation, the school programs they attend, and their achievement levels.