Objective: The aim of this study was to better understand the role of students' living arrangements (on campus, off campus, with and without their parents) on their health self-efficacy. Participants: A sample of undergraduate students (n = 216) were recruited by using word of mouth and visiting classrooms in a small Atlantic Canadian university. Methods: Participants completed a self-report questionnaire measuring health and sleep self-efficacy. Analyses of variance and covariance were used to compare the living arrangements of the students. Results: Differences between living arrangements were found. Students living on campus had higher health self-efficacy, particularly on the psychological well-being subscale, followed by those living off campus with their parents. Students living off campus without their parents had the lowest scores. Conclusion: This study demonstrated that health self-efficacy varies according to students' living situations, thus illustrating the importance of keeping students' living arrangements in mind when designing health and well-being interventions.