This research explored the interrelationship among Taiwanese high school students' conceptions of learning science (COLS), self-regulated learning science (SRLS), and science learning self-efficacy (SLSE). A total of 309 students participated in the study, and the self-report survey data were collected to measure these three constructs. Four COLS factors ("Testing," "Calculating and practicing," "Application," and "Understanding and seeing in a new way"), two SRLS dimensions ("Preparatory SRLS" [task definition, goal setting, planning] and "Enactment SRLS" [controlling, monitoring, reflecting]), and two SLSE factors ("Conceptual understanding" and "Higher-order cognitive skills"), which adhere to the cognitive learning dimensions, were included for analysis. The results revealed a direct relationship between Testing and SLSE without going through any of the SRLS constructs. However, no direct relationship was built among other COLS components and the two SLSE dimensions. There are direct relationships among "Calculating and practicing," "Application," and the two SRLS constructs, but "Understanding and seeing in a new way" solely links to "Enactment SRLS" and not to "Preparatory SRLS." In the end, the two SRLS constructs are directly associated with the students' SLSE dimensions. These results have the important implication that learners' COLS have a significant impact on their SRL engagement, which eventually leads to their beliefs about their cognitive abilities in learning the abstract concepts and critical thinking tasks in science.