Perception of self-efficacy is the judgment of ability, while self-esteem is judgment about self-worth (Bandura, 1993). Self-efficacy beliefs play a key role in shaping one’s life by influencing the environment and activities in which a person wishes to enter. This study tests the relationship between the personal values of adolescents and their self-efficacy levels. In addition, the predictive power of self-efficacy on personal values is also investigated. In the study, the Personal Values Scale and the Self-Efficacy Scale for Children were administered to 390 high school adolescents. Hierarchical regression analysis, t-test, and ANOVA were used in the study. As a result, positive correlations were found between self-efficacy and the sub-dimensions of personal values. It is seen that these relations are between academic and social self-efficacy and discipline-responsibility, honesty-sharing, respect-accuracy, and sharing-respect values. On the other hand, significant relationships were found between personal values and self-efficacy, and it was seen that self-efficacy predicted personal values positively. In addition, it showed that self-efficacy and personal values differed in terms of gender, perception of academic achievement, class, and parental attitudes. These versatile results obtained from the study serve as a guide for psychological counselors to reach more descriptive data for adolescents in cooperation with their colleagues and management.