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How does self-efficacy affect academic achievement in non-obese, overweight, and obese children? It is well established in the literature that health is linked to learning, and increased adiposity is associated with poor cognition. There is further evidence that obesity is negatively associated with academic achievement. However, cross-sectional and longitudinal studies examining the association between academic achievement and obesity are inconsistent. Utilizing the Early Childhood Longitudinal Study-Kindergarten class of 1998-1999 (ECLS-K), a nationally representative sample of 21,260 children, conducted by the U.S. Department of Education, National Center for Education Statistics (NCES), I estimated the effect of body mass index and self-efficacy on math achievement trajectories using multilevel growth models. Because the ECLS-K data were collected using a multistage cluster sampling design and children are nested within schools, I estimated random coefficient models, with error terms estimated at the school clustered data structure. Within-child and between-child estimates were used to determine the effect of changing BMI measures on math achievement trajectories, which allowed me to determine whether the changes in developmental trajectories coincide with the effect of BMI changes over time, and to determine the moderating effect of self-efficacy. As demonstrated in previous research, overweight and obesity appear to negatively impact math achievement and learning trajectories. Results further indicate that self-efficacy has a moderating effect on math achievement in both overweight and obese children, irrespective of gender. These findings demonstrate that self-efficacy may assist in the amelioration of deficiencies in cognitive functioning due to weight gain in children.