Social learning theory postulates that self-efficacy is learned through the person's interaction with his/her physical and social environment. In this genetically informative, population-based, multi-informant study of 1,394 adolescent twin pairs, self-efficacy was modeled as one latent psychometric self-efficacy factor with genetic and environmental effects common to all informants, as well as for effects specific for each informant. The results showed that 75% of variation in self-efficacy was due to genetic factors. Non-shared environmental causes explained the remaining 25% of the variance in the latent factor, with no effect of common environment. Some informant-specific effects were also found. The present study challenges the theoretical assumption of learning as the dominant etiological factor behind self-efficacy in young people.