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This study investigated relationships between self-efficacy, self-esteem, previous performance accomplishments, and academic performance among a sample of 205 postgraduate students. Participants completed measures of past performance accomplishments, self-esteem, and self-efficacy at the start of a 15-week course. Each student's average grade from modules studied was used as the performance measure. Correlation results indicated significant relationships between self-efficacy and self-esteem. Multiple regression results indicated that self-efficacy mediated the relationship between performance accomplishments and academic performance. Findings lend support to the predictive effectiveness of self-efficacy measures in academic settings.