The relationship between self-efficacy (a situation or task specific form of confidence) and performance has long been accepted as positive and reciprocal. However, recent challenges in the literature have demonstrated that it is only under certain conditions that the relationship remains positive, and that a number of boundary conditions affect the direction of the relationship when examined at the within-person level of analysis. One consistent factor throughout the within-person research is that overconfidence (confidence levels above that of actual performance), is related a decrease in effort, which in turn may contribute to poorer performance. Thus, a negative relationship between self-efficacy and performance at the within-person level is observed. Despite the surge in research examining the within-person relationship between self-efficacy and performance and moderating variables, the potential moderating role of the self (e.g., individual differences) seems to have been neglected and the role of effort is yet to be fully understood. Thus, the aims of the thesis are twofold. The primary aim of the thesis is to explore the role of the self within the within-person self-efficacy and performance relationship. In chapter 2, participants performed a golf putting task in front of an on-looking peer, in order to examine the positive bias often found in self-predictions of performance (but not in peer predictions). Contrary to previous research, results revealed that the self was no more biased than the on-looking peer, perhaps due to the presence of objective performance feedback. Chapter three examined subclinical narcissism as a moderator of the within-person relationship between self-efficacy and performance, since individuals high in subclinical narcissism have demonstrated overly positive views of the self. Results revealed that narcissism moderated the relationship between previous performance and subsequent self-efficacy but not the relationship between self-efficacy and subsequent performance. Chapters three and four addressed the secondary aim of the thesis, to further explore the role of effort. Chapter three adopted a 2 psychophysiological measure of effort, and found tentative evidence that individuals high in subclinical narcissism may have engaged in ego-protecting strategies (under-reporting their self-report effort). Chapter four sought to find evidence for the argument that the relationship between preparatory self-efficacy and preparatory effort would be an inverted ‘U’ (Feltz et al., 2008), however no evidence was found. Overall, the results demonstrate the importance of considering the role of the self within the self-efficacy and performance relationship, and suggests that advances in the measurement of effort are needed in order to understand the role of effort as an underlying mechanism further.