In the present study, relationships between two components of self-regulation (self-efficacy and self-evaluation) and gender, school level, instrument family, and music performance were examined. Participants were 340 middle and high school band students who participated in one of two summer music camps or who were members of a private middle school band program. Students indicated their level of self-efficacy for playing a musical excerpt before performing it and then self-evaluated their performance immediately afterward. Findings suggest that there is a strong and positive relationship between self-efficacy and both music performance and self-evaluation. There was also a strong negative relationship between self-evaluation calibration bias and music performance, indicating that as music performance ability increased, students were more underconfident in their self-evaluations. Gender differences were found for self-evaluation calibration accuracy, as female students were more accurate than males at evaluating their performances. Middle school males were more inclined than females to overrate their self-efficacy and self-evaluation as compared to their actual music performance scores. These gender differences were reversed for high school students. There were no other statistically significant findings.