Research findings from several academic domains have demonstrated that students' judgments of their own academic capabilities, or self-efficacy beliefs, influence their academic behaviors and performances. Absent from this body of research are studies assessing self-efficacy beliefs and their relation to foreign language proficiency. Informed by the tenets of Bandura's (1986) social cognitive theory, the purpose of this study was to examine the relationship between self-efficacy, anxiety, and French proficiency in reading and listening. Students' reading self-efficacy in French was positively related to reading proficiency, whereas reading anxiety was not related. Listening self-efficacy was positively associated with listening proficiency only for the female participants, and listening anxiety was positively related to the listening proficiency of both males and females. Implications for researchers and educators are discussed. (Contains 3 tables and 1 figure.)