Investigation of academic self-efficacy along with intolerance of uncertainty, positive beliefs about worry and academic locus of control is believed to make contributions to the understanding of its complex structure. This study is believed to be of great importance in terms of determining the building blocks to be considered by further research aiming to explain the academic self-efficacy of university students and strengthen their academic self-efficacy. The current study aimed to determine the extent to which the above-mentioned variables predict the academic self-efficacy of university students. The relational survey model was used to reveal the extent to which the above-mentioned variables predict academic self-efficacy. The study was conducted on a total of 717 university students (499 females and 218 males) attending Burdur Mehmet Akif Ersoy University. The data of the current study were collected by using a personal information form developed by the researcher, the academic self-efficacy scale, the intolerance of uncertainty scale, the positive beliefs about worry scale and the academic locus of control scale. In the analysis of the data, Pearson product-moment correlation coefficient and hierarchical multiple regression analysis were used and for this purpose, SPSS 15.0 program was utilized. At the end of the study, it was found that the university students' academic self-efficacy is positively predicted by positive beliefs about worry and academic internal locus of control and negatively predicted by intolerance of uncertainty and academic external locus of control. The findings of the study were discussed in the light of the related studies previously done by the other researchers.