The purpose of this study was to investigate high school students' mathematical literacy (ML) self-efficacy beliefs in relation to their learning styles. The participants were 388 high school students in Turkey. Data collection tools were a ML self-efficacy beliefs scale and a learning styles inventory. The data were analysed using X[superscript 2] test, one-way analysis of variance and multiple regression analysis. The analyses indicated that students were mostly diverger learners and had a moderate level of ML self-efficacy belief, and that their levels of ML self-efficacy beliefs did not significantly differ in terms of their learning styles. The results revealed that ML self-efficacy beliefs scores differed in terms of learning styles and that converger learners had higher levels of self-efficacy beliefs. Moreover, the factors 'reflective observation' and 'perceiving knowledge' were found to be significant predictors of the ML self-efficacy belief. The negative effects of the learning style on learners' ML self-efficacy belief should be prevented. Undesirable differences between learners' ML beliefs can be avoided by letting mathematics teachers design and administer the learning processes according to their students' learning styles.