Students with higher self-efficacy utilize higher tendency, endeavor, and strength in performing academic tasks and feel ensure of their ability, thus self-efficacy can influence their academic achievement. Current study was conducted aiming at investigating relationship between self-efficacy and academic achievement of students of Zahedan University of Medical Sciences. It is a descriptive – analytical research on 190 students of Zahedan University of Medical Sciences during 2015 – 2016. Subjects were selected randomly and two-part questionnaire was used as data collection tool. First part was related to demographic characteristics and second part was related to self-efficacy questionnaire. Finally data were analyzed by SPSS 19 Software using deceptive statistics, Pearson correlation and independent t. Average age of individuals was 21.46 ± 312 and 82 students were female. Relationship between gender and self-efficacy of students was significant and self-efficacy was higher in females. But relationship between gender and academic achievementis not significant. Relationship between age and academic achievement was not significant. Relationship between self-efficacy and academic achievement of students was measured through Pearson correlation test and significant relationship was observed. People with higher selfefficacy have more optimal academic status compared to people with low self-efficacy and there is direct positive relationship between GPA and self-efficacy.