Abstract: In recent years, psychological well-being has been critical element in a students’ life. This study has investigated the effect of religious faith on psychological well-being and self-efficacy among secondary school students in Kulim district of Kedah. Quantitative approaches of survey design were used for this study. A number of ninety four secondary school students comprised from form four, and form five were selected using purposive sampling methods as studied subjects. The modified version of Santa Clara Strength of Religious Faith Questionnaire (SCSRFQ), Psychological Well Being Inventory (The Ryff Scale) and Self-efficacy for Self-regulated Learning Scale were administered in this study. The finding of linear regression indicated that religious faith is a significant predictor of psychological well-being and self-efficacy among secondary school students in Kulim district of Kedah. The finding also revealed that psychological well-being is a significant predictor of self-efficacy among secondary school students in Kulim district of Kedah. As a conclusion, study disclosed that psychological well-being intensely related to an individual religious faith and proven to lead positive attitude among students in realize their own capability.