The aims of this research were to explore the relationship between Academic Behavioural Confidence (ABC), Deep Approach to learning and achievementalong with gender differences in this relation. Working with the ABC scale, the Revised Study Process Questionnaire Two Factor (R-SPQ-2) scale and academic performance measured by Grade Point Average (GPA), data from 2429 psychology undergraduate students from three universities two in Spain and one in UK was analysed using structural equation modelling and parametric tests of difference. The results showed that male students had higher levels of verbalising confidence. Higher confidence was associated with a Deep approach to learning but not directly with GPA scores. The female students showed higher confidence in Studying and Attendance and a lower Surface approach to learning. The implications are discussed.