Based on the Achievement Goals Theory and Students' Approaches to Learning, we proposed a model in which students' self-efficacy acts as a mediator between students' performance-approach goals orientation and their approach to learning in dealing with academic tasks throughout an academic year. We used structural equation modelling (SEM) to test the model on a sample of 565 first-year university students at three different moments. The results showed that self-efficacy in academic tasks at T2 totally mediated the relationship between performance-approach goals at T1 and the deep approach at T3 and partially the relationship with the surface approach at T3. The results underline that if the direct effect of performance-approach goals is that of the surface approach intensification without any impact on the deep approach, an increase in the deep approach and a decline in the surface approach can be observed through self-efficacy in academic tasks.