The purpose of this qualitative research was to investigate African international graduate students’ experiences and adjustment in US higher education through the self-efficacy lens. The study used self-efficacy (Bandura, 1997) as a theoretical framework and lens to explore and investigate the lived experiences of African graduate students at the master’s level as they navigated, adjusted, and persisted through graduate school within the broader U.S. campus. The study was guided by three research questions: What sources of self- efficacy do African international graduate students use as they experience the transition and adjustment to college in the US? How did mastery of experience, social models, verbal persuasion, and psychological arousal impact the academic and nonacademic experiences of international graduate students from Africa? What forms of agency (personal, proxy, collective) helped African graduate students persist through graduate school? Using a basic qualitative research design, the experiences of the study participants were explored. Semi- structured interviews were conducted with 10 international African graduate students enrolled at Royale Ville University located at the Midwestern part of the U.S. This study contributes to the existing body of research by exploring how students used their self-efficacy. It adds to the body of African international education literature, and research. The potential beneficiaries of this study could be the following: school authorities, international graduate students of African descent, departments of universities, faculty members that relate with or work with African graduate students, and other international students. The study’s findings and conclusions provide an understanding and insight into the lived experiences of African students and includes implications for research and practice to help school authorities better understand how to design programs and provide resources that will improve the schooling experiences for African graduate students in the US.