Self efficacy is nothing but a ‘can do’ cognition which mirrors the sense of control over once environment. Being self efficacious it can help one to deal with certain life stresses. The purpose of study was to explore gender differences in self efficacy of youth. This study was conducted on randomly selected 240 students (120 male 120 female) from different colleges of Bikaner City (Raj.). The self efficacy scale developed by Sud (2002) was used to identify the self efficacy level.  The results were analyzed in terms of mean, standard deviation and t-test and the result showed that male and female students both differed significantly with regards to self efficacy level.