The academic difficulties experienced by a majority of Navajo American Indian students are well documented. Past research has focused on a variety of internal and external factors which possibly explain some of these difficulties. Low levels of academic self-efficacy (ASE) has been identified as one of the factors possibly contributing to lower than expected rates of academic achievement and low post-secondary education retention rates in this population. This investigation sought to further define the component structures of ASE using theoretical structures postulated by Bandura (1977a, 1997), namely: past success, modeling, verbal persuasion, and emotional arousal. Information about grade point averages (GPA) and standardized achievement tests (IOWA Tests of Educational Development) were obtained for a sample of American Indian Students (N = 118) as a measure of past success. Three self-report measures were administered to the participants in the sample: The Career-Related Parental Support Scale-Verbal Encouragement scale (CRPSS-VE); and two measures created specifically for this study, The People I Know (to assess levels of exposure to appropriate academic models) and My feelings about School (to assess levels of emotional arousal centered on school). An additional pair of self-report measures was administered to this sample, the Self-in-School (SIS) and Academic Hardiness Scale (AHS), which sought to assess overall levels of ASE in each of the participants. Reliability and factor analyses were conducted to psychometrically examine the measures created for this study. Both were found to be highly reliable measures which load primarily onto one factor. Regression analyses were created to determine if the measures of the four components would predict totals on the two measures of overall ASE (the SIS and AHS). Results indicated that GPA, IOWA percentile rank scores, the CRPSS-VE and My Feelings about School were significant predictors of SIS totals in the regression models. Only The People I Know and My Feelings about School were significant predictors of AHS totals in the regression analyses. There was some evidence suggesting that the four components of ASE predicted overall reported levels of ASE. Implications of this study as well as possible future studies are outlined.