Since the focus of education has shifted from teacher-directed to learner-oriented instruction in recent decades, a growing body of research in the field of EFL/ESL learning involves issues relevant to learners and their individual differences. It should be pointed out that one of the important factors affecting test scores is test takers" characteristics. Therefore, the present study concentrated on one of these individual differences; namely self-efficacy. To narrow down the focus of investigation, this study aimed at exploring the role of EFL learner's self-efficacy regarding listening comprehension in their listening test performance. Hence, the main research question addressed by the present study was "Are there any relationships between EFL learners" self-efficacy regarding listening comprehension and listening proficiency?" A group of 61 freshmen undergraduate learners of English consented to participate in the present study. Data on the learners" self-efficacy were collected through an author-designed questionnaire. The listening proficiency was quantified and extracted based on the students" answers to a listening test performance titled as 'Listening Diagnostic Pre-test' adopted from paper-based Longman TOEFL(2001, pp.3-6). The results of statistical analyses indicated that listening comprehension self-efficacy was significantly related to listening proficiency.