Self-appraisals can combine with aspects of the school environment in predicting adolescent emotions and behaviors. This study examined how academic self-efficacy and social self-efficacy are related to anxiety and aggression, and how these relations are moderated by school stressors, academic achievement, and school belonging. The participants of the study were African American and Latino adolescents with an intellectual disability and/or a physical disability. Self-report surveys were completed by 98 adolescents. Regression analyses revealed that higher levels of both self-efficacies were associated with lower levels of anxiety, but these relations were reduced as school stressors increased. Also, high academic self-efficacy was associated with more aggression when academic achievement was low, and high social self-efficacy was associated with more aggression when school belonging was low. The findings have implications for the development of self-efficacy and for the management of adolescent anxiety and aggression.