The aim of this study is to describe the contribution of self-efficacy to the academic anxiety among the students of UNY (Universitas Negeri Yogyakarta). This correlational study used the descriptive-quantitative approach and the technique in collecting the data was through the questionnaires of self-efficacy and academic anxiety. All UNY students consisting of 7 faculties and 1 graduate program were involved as the population of this study. The sampling technique used krejcie tables with efficacy level of 90%. The results of the Pearson Correlation model analysis test showed a correlation value of -0.674 with the opposite direction of the two variables in which the higher the academic self-efficacy, the lower the academic anxiety. The results of the correlation test based upon the exact and nonexact science showed results of 21.4% and 29.6%, respectively. Meanwhile, the results of the correlation test by sex showed that male had a correlation of 11.4% and female had 28.6%. Furthermore, the correlation test results by the class of 2016, 2017 and 2018 showed the value of 27.1%, 21.7% and 18.4% respectively. Furthermore, the results of the simple linear regression analysis of R-square test obtained 0.281 indicating that self-efficacy brought an effect on the decrease of academic anxiety by 28.1%, while 71.9% was determined by other factors or other independent variables not used in this study.