This study investigates the relationship between student influence and academic self-efficacy in a sample of 275 students in two Master's programmes in Engineering. Students in only one of the programmes studied according to problem-based learning (PBL). Results indicate that students choosing strategies to influence course content or structure, through course evaluation and recommending changes to teachers had significantly higher self-efficacy beliefs than those who did not use such strategies. It is principally the students who studied according to PBL that demonstrated higher self-efficacy beliefs, actively influenced their studies through engaging in debate with teachers. It can be claimed that increasing student self-efficacy beliefs is important not only in academic performance, but also in influencing in a positive way the institutional atmosphere. (Contains 3 tables.)