Promoting academic success among undergraduate students is crucial for tackling the need to foster employability competencies. Low levels of academic attainment in higher education, along with the increasing number of persons participating in tertiary education, represent crucial trends, which need to be studied in order to develop efficient retention practices. The current study aimed to investigate the relationship between relevant factors that can foster academic success: learning strategies, future orientation, and academic self-efficacy. To this purpose, a longitudinal study was performed on a sample of N = 87 undergraduate students from one of the largest Italian universities (63.4% males, 74.2% enrolled in the first year). Participants filled in an online questionnaire at two different time points, with a time lag of 12 months. Results of a moderated mediation model indicated that the relationship between learning strategies at Time 1 (T1) and Grade Point Average (GPA) at Time 2 (T2) was mediated by students' future orientation. Moreover, this association was moderated by T1 academic self-efficacy. These results suggest that learning strategies positively influence GPA through an enhanced future orientation, in particular when students report high or medium levels of self-efficacy. The current findings invite a thorough review of training interventions for improving academic achievement.