Environmental and Socio-Demographic Influences on General Self-Efficacy in Norwegian Adolescents

General self-efficacy is identified as a modifiable determinant of adolescent mental health and well-being. This study sought to better understand how conditions in different environments of adolescents' lives and socio-demographic factors are associated with adolescents' general self-efficacy. We conducted a hierarchical multi-variable linear regression analysis based on survey data from 2021 of a large population-based sample of Norwegian adolescents (<i>n</i> = 15,040). We found that better <i>Relation to peers</i> (<i>β</i> = 0.20, 95% <i>CI</i> [0.18; 0.22]) and <i>Academic/social relation to teachers</i> (<i>β</i> = 0.13, 95% <i>CI</i> [0.11; 0.14]), <i>Perceived neighbourhood safety</i> (<i>β</i> = 0.08, 95% <i>CI</i> [0.06; 0.10]), and <i>Participation in physical activities</i> (<i>β</i> = 0.07, 95% <i>CI</i> [0.06; 0.09]) had medium to small positive associations with adolescents' general self-efficacy, whilst <i>Parental involvement</i>, <i>Participation in organized music/cultural leisure activities</i>, and <i>Perceived access to neighbourhood leisure arenas</i> had negligible associations with general self-efficacy. <i>Boys</i> reported a stronger general self-efficacy than <i>girls</i> (<i>β</i> = -0.17, 95% <i>CI</i> [-0.19; -0.16]) and <i>Age</i> and <i>Socio-economic status</i> had small positive associations with general self-efficacy (<i>β</i> = 0.08, 95% <i>CI</i> [0.07; 0.10] and 0.04, 95% <i>CI</i> [0.02; 0.06], respectively). We found some small moderation effects by socio-demographic factors in the associations between environmental factors and general self-efficacy. Our findings suggest that general self-efficacy-promoting initiatives that target adolescents apply a multi-sectorial and multi-level approach and pay particular attention to gender differences. A focus on facilitating adolescents' experiences of mastery and access to relevant successful role models and supportive behaviour by adults and peers in the various contexts seems to be of particular importance.