This study aimed to identify the four key dimensions of epistemic beliefs that concern the nature of knowledge and knowing and examine their relationship with cognitive constructs, study approaches, and academic performance among Hong Kong college students. A 14-item scale was developed in three studies with independent samples of Hong Kong college students (n = 250, 466, and 373, respectively). Confirmatory Factor Analysis supported the hypothesized four-factor model of epistemic beliefs consisting of Certainty, Complexity, Source, and Justification. Results indicated that all four dimensions of epistemic beliefs were associated with Effort Regulation; students with more sophisticated epistemic beliefs were less likely to employ the Surface Approach; and epistemic beliefs predicted both coursework and examination performance, whereas both Surface and Deep Approaches did not. The present study supported a model of epistemic beliefs focusing on the nature of knowledge and knowing that pertains to Certainty, Complexity, Source, and Justification. Implications of the findings in relation to understanding epistemic beliefs in cross-cultural contexts are discussed.