The aim of the present investigation was to analyse the role of academic self-efficacy and approaches to learning in general and in Physics and Chemistry academic achievements. The sample comprised 507 secondary school students of two Spanish schools and the study was conducted in the context of a Physics and Chemistry subject. Structural equation models showed that surface motive was the only type of learning approach directly related to performance. Besides, our models revealed that self-efficacy plays an important role as a mediating variable between the surface strategy and the deep motive learning approaches and academic achievement. Gender effects were also studied as girls showed higher levels of achievement both in general performance and in Physics and Chemistry. Implications for science education and suggestions for future research of these findings are also discussed.