This study aimed to examine the relationship of academic burnout and academic stress with academic self-efficacy among graduate students. 307 graduate students at the University of Sistan and Baluchestan (140 female and 167 male students) were selected as a sample using the stratified random sampling method. The subjects were evaluated by questionnaires on academic burnout, academic stress, and academic self-efficacy. Data was analyzed using one-sample t-test, Pearson’s correlation coefficient, and simultaneous regression analysis. Results revealed that academic burnout was significantly related to academic self-efficacy among the students, in the way that an increase in academic burnout among the students led to a decrease in their academic self-efficacy. Moreover, academic stress was significantly related to academic self-efficacy, in the way that an increase in academic stress among the students led to a decrease in their self-efficacy.