Adolescent students’ self-efficacy for learning changes relative to how they respond to changes in their academic environment. The present study hypothesized that the experience of academic difficulty can decrease self-efficacy, but this effect is more dramatic among students who are highly performance goal-oriented. An explanatory cross-sectional quantitative non-experimental study of Filipino college students examined moderating effects of performance goal orientation on students’ changes in self-efficacy. Results showed that adolescent students have lower self-efficacy when they are in the higher academic level, but more dramatically lower among those who strongly endorsed performance goal orientation. Implications pointed to the importance of understanding adolescents’ self-efficacy beliefs and the challenge to inform curriculum, instruction, and other school programs for students’ adaptive adjustment.