This article explores the role of self-efficacy in distance education. We argue that self-efficacy in distance education needs to be considered in terms of dimensions different from face-to-face education. Based on our literature review, we highlight three critical dimensions of self-efficacy in distance education: academic, learning, and social. To evaluate our framework, we surveyed students enrolled in six bachelor's programs at a Distance University of Applied Sciences in Germany to measure the dimensions and evaluate their interrelationships. Our findings reveal that each of the three dimensions of self-efficacy contains unique characteristics. Regarding the academic dimension, we found that writing a thesis is the most challenging task for students regarding self-efficacy. Interestingly, there was a strong correlation between students' self-efficacy in academic competence and their self-efficacy in problem-solving and confidence in completing their study program. Regarding the learning dimension, we found that self-efficacy in time management is crucial, as it affects all other items in this domain. Although there was no strong correlation in the social dimension, it is worth further exploring the self-efficacy in private support and resilience. A regression analysis indicates that demographic factors influence social self-efficacy, particularly semester and gender, with higher semesters and female students exhibiting lower values. When questioning students on desired support during their study, they expressed a need for subject-related assistance and more opportunities to interact with peers. In conclusion, our framework provides valuable insights into self-efficacy in distance education and emphasises the need to consider the different dimensions contributing to the concept's complexity.