Introduction: A consideration of emotion has been traditionally neglected in the context of teaching and teacher education. This has begun to change with the recent research on emotional intelligence (EI). It is highly likely that emotionally intelligent individuals could provide help in how to manage emotions to less emotionally intelligent individuals The aim of this study is to identify the relationship between emotional intelligence and self- efficacy among a sample of female students at King- Abdulaziz University. Additionally to identify if there is a statistical significant relationship between self-awareness and self-efficacy among female students. We also hypothesized that students with high EI, will develop more self-motivation and increase their levels of self-efficacy and vice versa. Methodology: The sample was composed of 180 female students from King Abdulaziz University. Random sampling technique was used to select the study participants. Both Emotional Intelligence scale (2005) and Self-Efficacy scale (2001)  were individually administered to all the research participants. To assess if there is a relationship between the Emotional Intelligence including, “self-awareness, emotional management, personal motivation and emotional sympathy"  and Self-efficacy including their ways of dealing with daily stresses. The author obtained all necessary approvals.Results: Results showed that The study has proved that there is a statistical significant relationship between emotional intelligence and self-efficacy which confirm the main hypothesis. Also there was no statistical significant relationship between personal motivation and self-efficacy, also there was no statistical significant relationship between self-awareness and self-efficacy. Conclusion: Academic performance, schooling, personal life, social relationships are in line with the emotional intelligent, so programs that enhance the emotional intelligent will enhance the quality of life of the future generation. In short, when a stressful situation arises in the study place, preventive strategies could include the enhancement of students' emotional intelligence and self-efficacy