Self-efficacy has been shown to affect student engagement, learning, and persistence in various science, technology, engineering, and math (STEM) courses and majors. Additionally, prior research has shown that women have lower self-efficacy than men in STEM courses in which women are outnumbered by men. This study examines the self-efficacy of men and women with similar performance in two consecutive algebra-based introductory physics courses in which women make up two-thirds of the students. These were mandatory courses at a large public university in the US taken primarily by bioscience majors, many of whom are interested in health professions. Our findings show a gender gap in self-efficacy disadvantaging women when controlling for course grades in both physics 1 and physics 2 both at the beginning and end of the course. Additionally, we find that most of the gender gap in self-efficacy is due to biased perceptions rather than performance in the courses.