Investigations into fostering gender parity in STEM have proliferated, yet the specific situation of Asian American women has been largely overlooked. Harnessing data from the High School Longitudinal Study of 2009 (HSLS:09), the analysis scrutinizes gender disparities in STEM major selections within distinct Asian American ethnic cohorts, accentuating the pivotal role of math self-efficacy. Pronounced gender disparities were discerned among Vietnamese/Thai and Filipino constituencies, as contrasting with their Chinese, Indian/Sri Lankan, and Japanese/Korean counterparts. For Vietnamese/Thai females, the disparity is partly attributable to diminished math self-efficacy, a dynamic not seen in Filipino disparities. These findings necessitate targeted interventions that foster female interest in STEM, while underscoring the imperative of ethnic specificity. It is paramount that strategies bolster the math confidence of Vietnamese/Thai females, thereby mitigating the deleterious effects of stereotypical expectations and ensuring equitable participation and outcomes.