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Students' self-efficacy is the belief about their capabilities to learn and said to have control over thoughts, feelings and actions. Self-efficacy is one of the important factors influencing statistics engagement. This paper aims to show the influence of statistics self-efficacy towards statistics engagement among undergraduate students taking Statistics in Applied Sciences course in Universiti Putra Malaysia. A total of 293 students were randomly selected from eight different faculties taking this statistics course as a compulsory subject. A pilot study was conducted on 25 students prior to the actual study and had reliability indices of 0.84 for statistics self-efficacy and 0.93 for statistics engagement. Descriptive analysis showed that students have low statistics self-efficacy with the median score of 2.00. On the other hand, the median score for statistics engagement is 4.00 indicating that students' statistics engagement was moderate. Spearman's rank Correlation Analysis showed that there is a positive relationship between statistics self-efficacy and overall statistics engagement (rs=0.36* p > 0.05). Further analysis shows that statistics self-efficacy influence statistics engagement among students with a contribution of 25%. These findings indicate the need for students to have statistics self-efficacy because this would influence students' statistics engagement and in turn enables them to achieve good results in statistics. [ABSTRACT FROM AUTHOR]