The present study explored predictive paths between performance accomplishments, self‐efficacy, and performance among Sport Studies students taking a Level 1 statistics module. Fifty‐eight Level 1 Sport Studies undergraduate degree students completed a 44‐item self‐efficacy measure and an assessment of perceived academic success at the start of the module. Self‐assessed worksheets taken in weeks 4 and 5 were used as a second performance measure. Self‐efficacy was re‐assessed in week 7 and students handed the assignment for the module in week 8. Path analysis results using structural equation modeling indicated that perceived academic success was associated with the first self‐efficacy measure, which in turn predicted worksheet success, and the two self‐efficacy measures correlated. The second self‐efficacy measure predicted module performance, and importantly showed the strongest relationship of all predictor variables. We suggest that future research should investigate the effectiveness of strategies designed to enhance self‐efficacy.