Academic self-efficacy is mostly construed as specific; task-specific, course-specific or domain-specific. Previous research in the Danish university context has shown that the self-efficacy subscale in the Motivated Strategies for Leaning Questionnaire is not a single scale, but consists of two separate course- and activity-specific scales; the Specific Academic Learning Self-Efficacy Scale (SAL-SE) and the Specific Academic Exam Self-efficacy scale (SAE-SE). The SAL-SE and the SAE-SE subscales have previously been found to fit the Rasch model, have excellent reliability, and initial evidence of criterion validity has been established. The aim of this study was to conduct a new validity study of the SAL-SE and SAE-SE scales in the Danish university context. Specifically, whether the original findings of fit to the Rasch model, as well as the other psychometric properties of the scales could be replicated for a sample enrolled in another course context, as well as additional criterion validity. The sample consisted of 341 Psychology students enrolled in a first-semester statistics course. Results showed that the SAL-SE scale fit the Rasch model, while the SAE-SE scale did not as two items were locally dependent, reliability was excellent, and both SAL-SE and SAE-SE levels were positively related to final statistics grades.