The purpose of this study is to determine the self-efficacy perceptions of undergraduate students studying at the Music Department on individual instruments, and to examine whether students' self-efficacy perception on instrument performance differed significantly according to various variables such as year, gender, the type of high school graduated from, the main instrument being studied, how much they practiced on their instrument, the individual instrument practice time, the instrument course grade, and the university being attended. The survey model, one of the quantitative research methods, was used in the research. The study group consisted of 102 students studying at the Music Department of Kirsehir Ahi Evran University's Neset Ertas Faculty of Fine Arts (n=45) and the Music and Performing Arts Department of Nevsehir Haci Bektas Veli University's Faculty of Fine Arts (n=57). For data collection, the Personal Information Form and the Instrument Performance Self-Efficacy Belief Scale developed by Girgin (2015) were used in the study. The twenty-item five-point Likert type scale has three sub-dimensions, namely self-efficacy, self-inefficacy, and psychological indicators. While analyzing the data, descriptive statistics and parametric tests, t-test and One Way Anova Test were used. The study results revealed that students' self-efficacy perceptions on instrument performance were "undecided" in the total scale, and "disagree" in the self-inefficacy subdimension. Students' self-efficacy perceptions differed significantly according to the variables of individual instrument practice time and the instrument course grade, and there was a significant difference in the psychological indicators subdimension according to the gender variable in favor of the males. Furthermore, there was no significant difference according to the variables of year, the type of high school graduated from, the main instrument being studied, and the university being attended. Recommendations were given based on the study results.