The purpose of the current study was to determine whether psychological variables such self-efficacy perception and anxiety maintain a relation with academic performance in a group of 120 secondary (high school) students attending a private school in Bogotá. For this, the scale of generalized self - efficacy (GSS) and the state-trait anxiety inventory (STAI) was applied. The results demonstrated that self-efficacy is directly and significantly associated with general academic performance, meanwhile anxiety does not present a significant association. The examination by knowledge areas indicates that both self-efficacy and anxiety turns out to be significant for the prediction of academic performance. The anxiety contextual role, as well as its possible mediation in self-efficacy and academic achievement is discussed. Key words: self- efficacy, anxiety, and academic performance.