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In a sample of 2242 students (5th to 10th grades) nested in 104 classrooms from Spanish schools, we have tested the mediating role of students\u2019 self-efficacy on the relationship between effective educational practices and both students\u2019 well-being and academic performance. Analyses were run at student and class levels, by performing a multilevel mediation structural equation model with cross-sectional data. Results supported a partial mediation model at the individual level, in which effective educational practices had a direct and indirect effect on students\u2019 well-being, and indirect effect on academic performance in math and language through self-efficacy. At the group level, results support a full mediation model of the effect of effective educational practices in class well-being and in class math performance (but not in language), mediated by the group mean of self-efficacy. 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