Objective: To contribute to a better understanding of the factors that influence university students' confidence in their ability to engage in entrepreneurial behaviours. Research Design & Methods: Participants were 1741 first-year students (792 women, 949 men) from two Spanish universities (Mage = 18.76, SD = 1.82). They were enrolled in degree programmes in two broad fields: engineering and architecture, and social sciences and law. Using a quantitative cross-sectional design, we obtained measures of creative self-efficacy, leadership self-efficacy, and entrepreneurial self-efficacy. Findings: Results showed that both leadership self-efficacy and creative self-efficacy predicted entrepreneurial self-efficacy, although creative self-efficacy was the variable that contributed most to the expected change in entrepreneurial self-efficacy. There were also differences in entrepreneurial self-efficacy according to gender and field of study, with students enrolled in a technical field and men in general scoring higher. Mediation-moderation analysis showed that creative self-efficacy mediated the relationship between gender and entrepreneurial self-efficacy, and also that the field of study buffered the effect of gender on entrepreneurial self-efficacy.