In the engineering career, mathematical self-efficacy is essential, because it represents the level of confidence to optimally solve mathematical problems. This self-efficacy has been studied by identifying gender differences that disadvantage women; problematic by which, the objective of this study was to identify levels of mathematical self-efficacy in women and men; so too, analyze their relationship to the application of study strategies in mathematics. The sample was of 122 aspiring students to the engineering careers of Lima – Peru, of which 66 were women (54.1%) and 56 males (45.9%) between 15 and 26 years of age (Meanage = 17.82; SD: 1.75). Finally, the results identified that women have lower mathematical selfefficacy levels, which relates to the use of fewer study strategies; but they have the same mathematics academic performance level.