This study investigated effects of English reading, writing, vocabulary, and grammar knowledge on English self-efficacy. It also analyzed the moderating effects of English proficiency and cognitive complexity on the relationships between the four English linguistic factors and self-efficacy. A total of 201 Korean high school students participated in the study. The instruments utilized were examined in terms of reliability and validity evidence. Results of a series of multiple regression analyses show that English reading and writing made an independent and significant effect on EFL learners’ self-efficacy when the effects of the other predictors were held constant. It is also shown that the effects of English reading, writing, vocabulary, and grammar knowledge on self-efficacy varied depending on the level of learners’ English proficiency and the degree of cognitive complexity of task, thereby verifying the moderating roles played by these two factors.