College students have been identified as highly vulnerable to diverse mental health disorders affecting academic performance and quality of life. There was an even greater prevalence of mental health problems in college students' during and after the COVID-19 pandemic. This study examined the relationship among academic performance, depression, anxiety, and self-efficacy in college students (n = 151). The study was a quantitative pre-experimental static comparison group research design that used the Beck Depression Inventory-II (BDI-II), Beck Anxiety Inventory (BAI), and General Self-Efficacy Scale (GSE). A multivariate analysis of covariance (MANCOVA), and Pearson's r correlation were used to analyze the data and check for statistically significant results. The results revealed that self-efficacy is a predictor of depression and anxiety among college students. However, there was no significant relationship between academic performance and self-efficacy or mental health symptoms. This study was limited in that it did not include all potentially relevant factors, such as comorbidity of mental health disorders and access to treatment and resources. This study acknowledged the lack of heterogeneity in the demographic sample. [The dissertation citations contained here are published with the permission of ProQuest LLC. Further reproduction is prohibited without permission. Copies of dissertations may be obtained by Telephone (800) 1-800-521-0600. Web page: http://bibliotheek.ehb.be:2222/en-US/products/dissertations/individuals.shtml.]