Proactive aggression (PA) is goal-directed, hostile social behavior that has been linked to detrimental outcomes. It has been theorized that adolescents who believe aggression is a normal and acceptable social response (approval of aggression) are more likely to show PA. Confidence in one's ability to behave aggressively (self-efficacy about aggression) is understood to mediate this relationship. A mixed-gender sample of 860 Australian, 12-14 year old adolescents was used to investigate gender differences and the mediating effect of self-efficacy for aggression on the relationship between approval of aggression and PA. As hypothesized, approval of aggression, self-efficacy, and PA demonstrated significant positive relationships, with males also scoring significantly higher on these three variables than females. Furthermore, self-efficacy was found to significantly and partially mediate the relationship between approval of aggression and proactive aggression for both genders. Implications for the understanding and prevention of aggressive behavior in adolescents are discussed.