Adolescents’ time allocation is an important determinant of non-cognitive skills formation, but evidence from developing countries is limited. This study builds upon two previous studies using data from four developing countries. I estimate how adolescents’ time allocation determines their self-esteem and self-efficacy – two measures of non-cognitive skills – and I show how these estimates are sensitive to trade-offs across different types of activities. In every country, an additional hour of domestic work that reduces time for school or study reduces children’s self-efficacy, significant for all countries except Peru. Work is most harmful for girls in India and Vietnam, but not for boys in Ethiopia. However, domestic or economic work that shifts time away from leisure is no more or less determinative of adolescents’ self-efficacy or self-esteem in all countries analyzed. Attending school and studying outside school improve both self-efficacy and self-esteem for adolescents in Peru, but are statistically insignificant in the other three countries. Overall, these findings are mainly relevant for self-efficacy compared to self-esteem. The harmful effects of adolescents’ work are contextual, depending on the activity substituted, and the country studied.