During the first year of lower secondary school, the student's academic efficacy beliefs (AEB) could be challenged. Social and emotional competencies (SECs) could support AEB. The primary aim of this longitudinal study was to investigate links between intra-individual changes in the SECs relationship skills, and emotional regulation with AEB among a sample of 1142 students in the first year of lower secondary school. Intra-individual changes in perceived emotional support from teachers and collaboration with peers were included as intermediate variables. A latent change score approach with structural equation modelling (SEM) was applied. A strong positive direct link between changes in emotional regulation and AEB was found, whereas results yielded a more modest link between changes in relationship skills and AEB. Parts of the associations were indirect via emotional support from teachers and collaborative peer relations. Finally, these relations and AEB showed average negative changes during the first year of lower secondary school.