Student persistence and retention in community colleges concern scholars, policymakers, and academics in higher education at large. Previous literature suggests that a strong sense of belonging in higher education and at the institution the student is attending may be one significant factor that impacts persistence and retention. However, belonging on campus in community college settings is complex given the nature of open enrollment, lack of on-campus housing, employment status of most students, and the limited amount of time students stay at the institution. Furthermore, previous correlational studies linking a sense of belonging and academic outcomes leave scholars wondering about causation without the science to support the inquiries. Standard statistical methods of association do not allow scholars to draw causal conclusions. Direction dependence analysis (DDA) provides a new way of statistically examining the causal directionality of relationships between constructs. The current study introduces principles of direction dependence modeling and examines the causal direction of the relationship between belonging and academic self-efficacy in a large community college setting. DDA results suggest that there is evidence to suggest a causal relationship between belonging and academic self-efficacy, a strong indication that belonging causes academic motivation rather than the other way around. Implications for higher education research and potential limitations of DDA are discussed.