Based on PISA 2018 data, this study utilized multigroup latent profile analyses to explore the profiles of selfefficacy (SE) and its associations with gender, socioeconomic status, fear of failure and academic achievements among students from China, USA and Finland (N = 22,545). Results indicated (1) Three SE profiles were identified across countries: Low SE, Moderate SE and High SE; (2) Proportions of students categorized into each of the three profiles differed across countries, with USA and Finland having higher prevalence of High SE, whereas China Moderate and Low SE; (3) Girls in USA and Finland had greater likelihood of being classified into higher SE profiles, whereas greater likelihood for Chinese boys; (4) Higher socioeconomic status was associated with greater likelihood of membership into higher SE profiles across countries; (5) Different patterns emerged across countries regarding the relations of SE profiles to fear of failure and academic achievements.