A large volume of evidence indicates that only high-class students attend extracurricular activities (Art, music, sport, dancing). On the other hand, this evidence intensively underlines the substantial importance of such extracurricular activities, particularly in visual art, in promoting children’s cognitive and non-cognitive well-being. Adolescents’ participation in visual art was always interrelated with enhancing their emotional affection towards the Art and cognitive skill in making one, which ultimately built solid efficacy that allows them to interact with their society. The present cross-sectional study sought to shed light on the potential impact of visual art on adolescents’ emotional, cognition, and self-efficacy development, which needs to be improved in the Chinese context. Hence, randomly sampled (N = 2139) junior secondary school students were recruited from the rural province of Guizhou in Southwest China to attain the aim of the study. The study’s finding affirms that students engaged in artistic activities start to develop a habit of communicating with their peers, showing their work, and commenting on works made by their peers or observed in art exhibitions or museums; such a process makes them self-efficacious. Ultimately, this paper extends the application of visual art activities from educational benefits to nonacademic development, which are the primary agents for children’s well-being.