Given the recent emergence of online learning during the pandemic, attention has been given to self-efficacy, which refers to learners’ perceptions of their abilities to complete a specific task successfully (W. A. Zimmerman & Kulikowich, 2016). Self-efficacy is found to be predictive of learners’ achievement outcomes as well as their learning satisfaction, particularly in online settings in which learners are required to socially interact mainly via digital platforms. However, little research has been conducted to investigate the role of learners’ self-efficacy in the online learning environment in Vietnam. Therefore, this paper aims to explore the online self-efficacy of 544 Vietnamese undergraduates and its relationship with their gender and online prior experiences. The study adopted a validated questionnaire measuring online learning self-efficacy, highlighting five aspects: course completion, social interactions, online tool management, interactions with instructors, and academic socialization. The findings reveal an overall moderate belief of online self-efficacy from participants in all dimensions. Results regarding the associations between online self-efficacy with other variables are also discussed, and implications for online learning and teaching are provided.