Despite the massification of higher education, social inequality in higher education outcomes still persists. It is known that secondary schools' socioeconomic composition is at least partly responsible for this social inequality. Nevertheless, the mechanisms by which socioeconomic composition affects higher education enrollment are still poorly understood. Based on the attribution theory, this study expects students' feelings of academic self-efficacy and sense of futility to act as underlying mechanisms. Additionally, given that individual self-efficacy beliefs and individual sense of futility are shared among students within schools -- that is, schools have different self-efficacy and futility cultures -- we investigate whether these cultures are consequential for higher education enrollment and program choice. Results of binomial logistic multilevel analyses on the data of the International Study of City Youth (www.iscy.org) in Ghent, consisting of 1214 Flemish students across 29 schools, indicated that students in low socioeconomic composition schools are less likely to enroll in higher education because these schools are characterized by high futility cultures. In contrast, high self-efficacy and self-efficacy cultures are positively associated with the choice for academic bachelor programs, but they did not explain socioeconomic composition effects. We conclude that educational policies should aim at increasing a sense of control over academic outcomes in order to improve social equality in higher education outcomes.