The major purpose of this study was to investigate the relationships between self-efficacy and students` academic achievements in Robe College of Teachers Education. In order to attain the objectives and basic research of the current study, a descriptive survey research design was employed. The data were collected in self-report questionnaire developed from (Yazachew, 2005 and Shkullaku, 2013, self-efficacy scale). Regarding academic achievement, students? CGPAs were collected from office of the registrar. Among 723 target population, 252 participants were selected based on stratified random sampling. Analysis and findings was based on the responses of 241 respondents. With respect to analysis, descriptive statistics such as frequency, mean, range, standard deviation and correlation coefficient were employed. Moreover, t-test was also used to investigate gender difference. The current study revealed that, significant symptoms of self-efficacy was observed; the study identified that more than half of the students were under low self-efficacy, the finding also showed that, students` with low self-efficacy were scored low CGPA and students with high self-efficacy scored high CGPA. With regard to the relation, self-efficacy was significantly and positively related with academic achievement (.54). Moreover, the recent study indicated that there was significant gender differences in self-efficacy (t=4.26, p<0.05), which was indicated the presence of significant differences existed between male and female students of the college and, in favoring male students were significantly better than the female students and also female students were more affected than male students by self-efficacy. Finally, on the bases of the findings possible recommendations like; providing preliminary training for candidates, College should has to recruiting high academic achievers, establishing guidance & counseling services, providing on-the-job trainings on continuous bases on life skills, and by giving due attention for gender unit were forwarded.