Self-efficacy has emerged as one of the most important noncognitive variables explaining academic behavior. It has been shown to influence students' academic and career decisions as well as their academic performance. Multiple studies have reported differences in self-efficacy between men and women in science, technology, engineering, and mathematics classes. A student's personality, characterized by the five-factor model, is also related to academic performance; some personality facets are substantially different for men and women. This work examines the relations among the five-factor model of personality (agreeableness, conscientiousness, extraversion, neuroticism, and openness), self-efficacy toward physics and mathematics, and course outcomes in university physics and mathematics classes. Women reported significantly higher neuroticism in all classes, a medium to large effect size, and significantly higher conscientiousness in Calculus 1 and Physics 1, small effects. Men reported higher self-efficacy in two-semester Calculus 1, one-semester Calculus 1, Physics 1, and Physics 2, small effects. Conscientiousness and neuroticism had competing mediational effects on the relation of gender to self-efficacy. The path through neuroticism accounted for 25%–47% of the total effect of gender on self-efficacy (increasing self-efficacy for men) and the path through conscientiousness accounted for 12%–23% of the total effect (increasing self-efficacy for women). Self-efficacy mediated the relation of conscientiousness to course grade in all classes, accounting for 30%–45% of the total effect.