Self-efficacy is a critical determinant of adolescents’ motivation, learning, and well-being, yet persistent gender differences continue to shape developmental trajectories. Social cognitive theory identifies four primary sources of efficacy—mastery experiences, vicarious experiences, physiological and emotional states, and social persuasion—all of which are embedded in relational contexts. Prior research shows that girls’ efficacy is undermined in masculine-stereotyped domains through stereotype threat and biased feedback, while efficacy in feminine domains may be limited by the cultural devaluation of femininity and shifting standards. However, less is known about how general self-efficacy, which underpins engagement across domains, develops during adolescence and whether environmental influences operate differently for girls and boys. Using data from the German TwinLife study (N = 1148 adolescents, ages 13–14), we examined how parental involvement, sibling relationships, and school context contribute to gender differences in self-efficacy. Biometric twin models decomposed variance into genetic, shared, and unique environmental components, and moderation and mediation analyses tested gendered pathways. Results showed that genetic influences were negligible, with environmental contexts accounting for the majority of variance. Parental autonomy and emotional support, reduced school stress, and sibling affection were associated with higher efficacy. Importantly, sibling affection buffered gender disparities, while sibling hostility and rivalry widened them. These findings demonstrate that gender differences in efficacy during early adolescence are shaped predominantly by environmental factors. Relational contexts both protect against and exacerbate disparities, highlighting that interventions targeting parenting, stress management, and sibling interactions may foster more equitable efficacy development.