The belief an individual has of his/her ability to bring about a desired outcome is the main essence of the construct of self-efficacy (Bandura, 1977). Its influence and effects on human functioning has been the subject of numerous studies. Self-efficacy is considered to be one of the psychological constructs of great value in ensuring a child’s success in school (Rumain, 2010), as it influences several aspects of behavior important to learning (Lorsbach & Jinks, 1999). For immigrant youth, their academic outcomes are important markers of their future social and economic mobility (Suarez-Orozco, Onaga, & Lardemelle, 2010). With self-efficacy a firmly established predictor of academic performance and future achievement, the development of stable beliefs of capabilities helps migrant children to navigate the school experience in their new country of residence. As migration is an established phenomenon in Philippine development (Orbeta & Abrigo, 2011), gathering empirical data on the experiences of migrant Filipino children will facilitate a better understanding of their new life abroad. Entering a new educational system is part of the immigrant experience. The purpose of this current study was to describe the academic self-efficacy of Filipino migrant children and their experiences in a New Zealand school that had influenced their views of their academic capabilities. The parents and teachers of the children are included to present their understanding of the migrant Filipino child’s self-efficacy. To gain a clear understanding of the self-efficacy of the migrant Filipino child, three cases comprised of the child, the parent/s, and the teacher were selected through purposive sampling. Following a qualitative approach, in-depth interviews were conducted with each participant and data was analyzed through an Interpretative Phenomenological Analysis or IPA. For migrant Filipino children, their parents and their teachers, academic self-efficacy is equated with the amount of effort exerted into the accomplishment of learning goals. Feedback from significant people also influenced the beliefs children have of their abilities in school. The children’s views of their academic self-efficacy were only indirectly influenced by migration through the language adjustment they had to overcome. The parents and teachers contribute to the children’s belies of self-efficacy by providing a safe and supportive environment that affirms the children’s efforts.