Purpose: This study aims to explore the moderating effect of culture on students' self-efficacy (SE) and learning approach. Design/methodology/approach: A survey of 437 students from culturally and pedagogically different higher education institutions was conducted. The relationship between SE, culture and approaches to learning was examined using statistical analysis. Findings: The results showed that the students from traditional learning environments demonstrated high SE and resorted to deep learning. The culture of an institution moderated SE and approaches to the learning of students. Practical implications: This study calls for bringing out the best from pedagogical approaches followed by different types of institutions to build a culture that promotes deep learning in the true sense. This research has implications for teachers, policymakers and practitioners in the higher education sector. Originality/value: To the best of the authors' knowledge, the present study is one of the first studies to draw a cultural comparison of traditional and modern higher education institutions.