Higher-level thinking skills (HOTS) is one of the efforts emphasized by the government to create highly skilled students. Self-efficacy has been seen as an element that can increase mastery of HOTS among students. Therefore, this study was carried out to examine the relationship between self-efficacy and HOTS of students. A total of 210 students were selected as respondents through stratified random sampling technique. The instrument used in the study is a set of questionnaires. The collected data was analysed in the form of descriptive and inferential statistics by using SPSS version 27. The findings of the study have shown that the level of self-efficacy and mastery of HOTS among students is at a moderately high level. In addition, it was found that there is no significant difference in the level of student’s self-efficacy based on gender. However, this study concluded that there is a difference in students' mastery of HOTS based on gender. The results of the study also show that there is a significant positive linear relationship between self-efficacy and student’s mastery of HOTS. Thus, the higher the self-efficacy of students, the higher the student's mastery of HOTS. The implications of the study involving the role of students, teachers and school have been discussed in dealing with the issue of mastery of HOTS among students.