The focus of education has changed from teacher-directed to learner-oriented instruction in previous years. Majority of studies in the field of EFL/ESL learning involves issues relevant to learners and their individual differences. Therefore, the present study focused on some of these individual variables; namely self-efficacy and language learning strategies. This study aimed at exploring the relationship between EFL learner's self-efficacy and language learning strategy use. Also, frequently language learning strategies by EFL learners and the existence of a significant difference in their self-efficacy beliefs and strategy use due to gender and years of English study are investigated. A group of 130 first year university students consented to participate in the present study. The results of statistical analyses indicated that there was no relationship between self-efficacy and language learning strategy use. Moreover, metacognitive strategies are frequently used language learning strategies by EFL learners. In addition, there were no significant differences in both self-efficacy and strategy use due to gender. But, there were significant differences in self-efficacy beliefs and only in metacognitive strategies due to years of English study.