Researchers working in educational settings are increasingly paying attention to the role students' thoughts and beliefs play in the learning process. Self-efficacy, a key element of social cognitive theory, appears to be an important variable because it affects students' motivation and learning. This article investigates empirical literature about the role of students' self-efficacy in education by focusing on the following research question: which are the factors shown to affect the self-efficacy of students within higher educational settings? The results of a review reveal that educational programmes have the possibility to enhance students' self-efficacy, and that educational programmes based on social cognitive theory proved to be particularly succesful on this score. Several factors appeared to influence students' self-efficacy and provided evidence for the potency of the main sources of self-efficacy. Directions for future research are indicated.