This article reports the findings of a study investigating the learning and study strategies of advanced music students and the manner in which their self-efficacy beliefs relate to the strategies employed. Participants were first-year students in Norwegian higher music education aged 18 to 43 years. They were asked to fill out a questionnaire detailing their use of strategies. It was found that students in general apply cognitive, metacognitive and resource management strategies during practice. Overall, they used strategies to manage their resources to a lesser extent than other strategies. The findings also indicate that music students high in self-efficacy were more likely to be cognitively and metacognitively involved in trying to learn the material compared with students low in self-efficacy. Further, while there were significant differences between female and male students with regard to self-efficacy, no significant differences in self-efficacy emerged with regards to main instrument groups or degree programme. However, the interaction effect between gender and degree programme on self-efficacy was significant. (Contains 2 tables, 1 figure, and 1 note.)