In recent years, considerable attention has been given to how the physical structure of active learning classrooms affects academic performance, but little is known about how these spaces influence learners' personal capability beliefs. The purpose of this study was to investigate how students' beliefs and performance varied in two physical learning environments. Students (N = 372) enrolled in an entry-level undergraduate statistics course at a large public university that was taught in either a technology-enhanced, group-configured classroom or a traditional, forward-facing lecture classroom. Using surveys administered during the first and last week of the semester, students evaluated the importance of the learning environment and their self-efficacy for regulating their learning (e.g. focus, motivation) and for doing statistics. Between-groups analyses revealed that students in the two settings rated the importance of the physical environment similarly. Self-efficacy for self-regulation decreased across the semester in both settings. Within-group analyses showed that statistics self-efficacy decreased in the technology-enhanced classroom but increased in the traditional classroom. Statistics self-efficacy significantly predicted course grades in both classroom types. The effect of classroom environment on self-efficacy was moderated by student gender. This research provides initial insights about how physical classroom environments are related to personal capability beliefs in undergraduate education.