The aims of this research were: (1) Interdependence between academic confidence with approach to learning and achievement, by gender; (2) Model the relationship between the confidence academic, approach to learning and academic outcome. Data from 2429 psychology undergraduate students from three universities (two in Spain and one in the UK) was analysed using parametric tests of difference and structural equation modelling. Working with the ABC scale, the revised study process questionnaire two factor (R-SPQ-2) scale and academic performance measured by grade point average (GPA). The results showed that male students had higher levels of verbalising confidence. The female students showed higher confidence in studying and attendance and a lower surface approach to learning. Higher confidence was associated with a deep approach to learning but not directly with GPA scores. The implications are discussed.