This article, first, examined the role of EFL university students' critical thinking (CT) in their self-efficacy beliefs. Second, the role of gender as a moderating factor in the relationship between students' CT and self-efficacy beliefs was investigated. Third, the difference between females and males regarding their CT and efficacy beliefs was studied. To attain the goals of the research, 86 EFL students sat through “Watson-Glaser Critical Thinking Appraisal” (Form A) and “Learners' Sense of Efficacy Survey”. The findings of the study indicated that there is a significant relationship between EFL learners' CT and their self-efficacy beliefs and among the constructs of CT, Interpretation had the highest relationship with efficacy beliefs. The results also revealed that gender does not moderate the relationship between CT and self-efficacy. Furthermore, it was found that there is no significant difference between males and females regarding their levels of CT and self-efficacy beliefs.