COVID-19 has caused unprecedented challenges for the higher education community worldwide, one of which is that students have had to maintain their learning while dealing with the crisis conditions. However, a systematic understanding of students' individual crisis management still remains absent despite its importance. The newly emerged and ongoing phenomenon has leveraged the role of crisis management in the context of education, which is even more essential with the forthcoming uncertain future. This study investigates factors related to students' crisis management self-efficacy in higher education during the pandemic. Particularly, survey data were collected from 387 undergraduate students to investigate the effects of innovative behaviour and problem-solving skills on crisis self-efficacy. Structural Equation Modelling was applied to conceptualise and empirically test a model that examines the relationship between crisis self-efficacy and related factors. Moreover, the study aimed to assess the role of technology abilities in students' crisis management self-efficacy and academic performance during the COVID-19 pandemic. The research results provided some compelling evidence for the positive effects of innovative behaviour and problem-solving skills on crisis management self-efficacy. This study also discusses some feasible implications for higher education policy and future research directions.