In thepresent study we have investigated the correlation between self-efficacy and anxiety of 95 secondary school students from 4 Government Schools (affiliated to H.P.S.E.B., Dharmshala) ofHamirpur district of Himachal Pradesh, India were selected. Out of 95 students 45 were female and 50 were male. Random sampling method was used to collect the data. The study revealed that, there is a high negative correlation between self efficacy and anxiety of secondary school students. It is also observed that there is a significant difference in self-efficacy but no significant difference in anxiety among male and female students.