The fact that some learners learn language more successfully than others who are at the same level of aptitude and capabilities is inevitable. To understand why, the researcher has focused her attention on individual differences among learners. The ones that have been taken into account in this study are namely called self-efficacy and identity processing styles and the relationship between them in EFL learners. In addition, the difference between the identity processing styles among male and female participants is investigated. A group of 20 MA students from the Ontario College of Teachers, Canada participated in the study. Quantitative data were collected through two questionnaires namely the Revised Identity Style Inventory (ISI-4) which was developed by Berzonsky et al. (2011) and a general self-efficacy scale. Getting benefit of SPSS, the researcher first coded and then analyzed the data were coded. In order to determine the relationship between Canadian EFL learners' identity style and self-efficacy, the Spearman's rank order correlation formula was used. Secondly, to show the existence of a significant difference between the identity processing styles of male and female participants of the study, the Mann-Whitney U test was run. Statistical analyses indicated that there was a meaningful relationship between self-efficacy and identity processing styles among Canadian EFL learners and no difference was seen between the identity processing styles of both groups of male and female participants of the study.