Social progress is driven by innovation; especially, in the context of “Internet +” innovation and entrepreneurship, college students serve as a frontier group that brings new ideas and new technologies into society, and as such college students’ creativity and innovation behavior are important for their country’s future social and economic development. Therefore, China vigorously advocates the cultivation of college students’ innovative ability to meet the needs of the development of the times. Determining the key factors currently influencing innovation behavior by college students is an area of current research interest. Building on the literature, this study uses the questionnaire survey method to analyze data from 226 college students relating to creativity, innovation behavior, and creative self-efficacy, exploring the mechanisms by which the students’ creativity affects their innovation behavior in the context of “Internet +” innovation and entrepreneurship. The results show that creativity has a significant positive effect on innovation behavior among college students and that creative self-efficacy plays a mediating role in this relationship.