Although diminished self-efficacy has been linked to childhood psychopathology, including depression, it has only recently been studied in relation to childhood anxiety disorders. This study examines the relationship between self-efficacy and self-reported anxiety in children who have been referred for an assessment and possible treatment of anxiety symptoms as well as a comparison group of non-referred children. A self-efficacy questionnaire for children and a childhood anxiety measure were administered to a group of children referred for assessment and treatment of a clinical anxiety disorder (n = 50) and a non-referred control group (n = 50). Results indicate that the two samples differed significantly on measures of emotional self-efficacy, but not in terms of self-reported anxiety or other self-efficacy domains. Potential explanations for observed findings are discussed, including the possibility that self-reports of emotional self-efficacy in children may vary by clinical or referral status, amongst those reporting higher levels of anxiety overall.