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Background: The United States military strives to prepare soldiers physically and mentally for war while preventing injury and attrition. Previous research has focused on physical injury risk factors but has not prospectively examined psychological risk factors., Purpose: This study's purpose was to investigate whether self-efficacy is a risk factor for musculoskeletal injury in an initial military training environment and compare it to other known risk factors., Study Design: Prospective, Longitudinal Cohort Study., Materials and Methods: Shortly after starting cadet basic training, new cadets rated self-efficacy by an 11-point questionnaire. Other risk factor data including injury history, sex, height, weight, body mass index, age, aerobic fitness, upper body muscular endurance, core muscular endurance and previous military experience were collected by self-report questionnaire and military fitness testing. The primary dependent variable was musculoskeletal injury that originated during the seven-week course. Independent variables were compared between participants who were and were not injured using Chi-squared test, t-tests, Cox regression analysis and time to injury was evaluated using Kaplan-Meyer survival analyses., Results: Seven hundred eighty-one (65.1%) new cadets were eligible and consented to participate. Injured cadets had significantly lower self-efficacy scores (p=0.003 and p=<0.001), shorter height (p=<0.001), lower weight (p=0.036), lower push-up and plank performance (p=<0.001), slower two-mile run performance (p=<0.001), and females sustained a proportionally higher number of injuries than males (p=<0.001). Cadets with low self-efficacy, shorter height, lower hand release push-up performance, lower plank performance and slower two-mile run performance were at greater risk for musculoskeletal injury. Cadets with less self-efficacy were also less likely to continue uninjured throughout cadet basic training according to a Kaplan-Meier survival analysis (log rank test<0.002). Multivariable Cox regression revealed that only aerobic fitness predicted musculoskeletal injury (HR=1.005 [1.003-1.006], p=<0.001)., Conclusions: Participants with less self-efficacy sustained injuries earlier and more often than those with greater self-efficacy. However, aerobic fitness alone predicted future injury after controlling for all risk factors. Resolved prior injury was not a risk factor for future injury., Level of Evidence 2b: Individual cohort study., (© The Author(s).)