The purpose of this study was to explore for differences in the academic self-efficacy of Mexican high school students. A gird questionnaire was administered to 1,460 students form private and public schools. As expected, high achieving students showed significantly higher academic self-efficacy that their peers. However, interesting gender differences were found. Whereas men had higher self-efficacy feelings towards Math, Sciences and English as a second language; women showed higher self-efficacy in Spanish language. Likewise, private school's students showed feelings of academic self-efficacy. Implications of findings for education practice and research are discussed.