Beliefs about conducting research and completing major projects, such as a thesis or marketing campaign, suggest that previous experience, guidance from a mentor, and cohesive teams are particularly important in boosting the confidence to conduct research in graduate students (i.e., research self-efficacy). Although these factors are also thought to be important for undergraduate students, much less is known about undergraduate interest in research and beliefs about conducting research. The purpose of the current study was to investigate the research self-efficacy of undergraduate students attending a minority- and first-generation-serving liberal arts institution. Over 500 undergraduate students attending a small private liberal arts university in south Texas completed surveys regarding their interest in conducting research, research self-efficacy, and various research experiences. Seventyone percent were female, 37% were freshman, and 58% majored in the Humanities and Social Sciences. Fifty-four had never had a research experience other than completing a survey, whereas 17% had completed two or more research experiences. Greater interest in research was associated with higher levels of research self-efficacy. Students reporting research experiences were confident in their abilities to conduct research overall, and students with two or more experiences reported significantly higher levels of interest in research and research self-efficacy than students who had less or no experience. Qualitative analyses elucidated reasons for the observed differences. The results emphasize the continued need to expose undergraduate students to research across classes and disciplines. Practical suggestions for implementing opportunities to experience research are provided.