Introduction: Academic stress is a major problem in higher education and can be a risk factor for future academic and mental health problems. Programs to reduce it have focused on psychological interventions (mindfulness, cognitive-behavioral therapy, etc.), ignoring interventions focused on promoting study and learning skills. High academic self-efficacy is a protective factor for many academic problems. The aim of this study was to analyze the effectiveness of an intervention based on teaching study skills to reduce academic stress and increase academic self-efficacy in new nursing students at a Spanish university. Method: A controlled study was designed with pretest and posttest measurements, carried out on a group of 206 first-year Nursing students, who responded to the University Academic Stress Questionnaire and the General Academic Self-Efficacy Questionnaire. The complete intervention was subdivided into three interventions (Time management, Study techniques/learning strategies, Exam preparation) that were carried out in group and individual modalities. To determine its effectiveness, a multivariate analysis model (mixed ANOVA) was used. Results: The results showed significant improvements in academic self-efficacy and a decrease in stress caused by academic overload, studying and exams in the experimental group, with an effect maintained throughout the first year of university. These improvements were not observed in the control group. Discussion and conclusions: The results and their implications for the implementation of study skills-based programs at the university are discussed, and future proposals are suggested for this type of interventions aimed at reducing academic stress and increasing academic self-efficacy in university students.