Despite the wide use of integrated writing (IW) tasks in writing practice and assessment, learners’ self-perceived ability to perform this type of writing task is underexplored. The cross-linguistic perspective is largely neglected in the extant literature on writing self-efficacy but there are a huge number of Chinese-English bilinguals in mainland China. With a sample of 239 university students, this study measured L1 and L2 IW self-efficacy in line with four central processes embodied in IW (e.g., reading-to-write) tasks: ideation, convention, self-regulation, and source use, and tested their direct effects on L1 and L2 IW performance. Structural equation modeling (SEM) results indicated that writing self-efficacy was a positive and significant predictor of learners’ IW performance in the L2 context, but not in the L1 context. It was also observed that IW competence and self-efficacy beliefs transferred between L1 and L2, supporting the critical role of L1 IW competence and self-efficacy beliefs in L2 development. Implications are discussed theoretically and pedagogically to better understand students’ self-beliefs of their writing abilities and actual performance.