The influence of anxiety and self-confidence of an athlete with an emphasis on self-efficacy has been the subject of numerous research in the sport, but their relationship is not fully understood. In our research, we try to explain that competitive anxiety influences sports achievement only through the level of General Self-Efficacy. A lower level of General Self-Efficacy leads to lower sports achievement. In order to explore the relationship between General Self-Efficacy and anxiety on sports achievement, we examined 76 active athletes in collective sports, as well as their trainers. The following instruments were applied: Competitive Sports Anxiety Inventory, Generalized Self-Efficacy Scale, and Questionnaire of sports achievement (ad hoc made instrument). The results show that cognitive anxiety negatively correlates with sports achievement (r = -.38, p≤ .01), as opposed to somatic anxiety that does not show a significant association with achievement. However, the highest relationship is a positive correlation between General Self-Efficacy and sports achievement (r = .51, p≤ .01). In Regression analysis, however, a significant predictor of sports achievement is only General Self-Efficacy (β = .389; p≤ .01) while the significance of cognitive anxiety is lost (β = -178; p = .339). Additional Bootstrapping analyses were conducted to examine the potential mediating effect of General Self-Efficacy in the relationship between competitive anxiety and sports achievement. We found a significant indirect effect of cognitive anxiety on achievement only through General Self-Efficacy (b= -.30, CI /-.73, -.07/), while the direct effect is not significant once the mediator is introduced. In the reversed analyses, with competitive anxiety as a mediator, the mediation was not significant, which means that high anxiety reduces sports achievement only through undermining self-efficacy, and not directly. The obtained result suggests that self-efficacy has the primary role in sports achievement. Consequently, for improving sports achievement, psychological intervention should primarily focus on increasing self-efficacy.