This study aimed to determine the effect of the learning model group investigation (GI) of the self-efficacy of students. This research was quasi eksperiment with pretest-posttest non-equivalent control group design. Population were Science 11th grade students at SMA N 1 Negara and the samples were 128 students, they were two classes for the control group and two classes for experiment group. The data was obtained in the form normalized g-score that analyzed by using one-way ANOVA statistical analysis. Based on the analysis of each self-efficacy indicator, it was found that the third, the fourth, the sixth, and the seventh indicator scores of GI group increased dramatically. However, the second indicator of GI group and control goup had a very small increase. Based on the results of the one-way ANOVA statistical analysis, F value was = 70.505 which was much greater than the F table = 3.89. Consequently, H0 was rejected and H1 could be accepted. It can be concluded that there were significant differences in self-efficacy between GI group students and control group students.