The purpose of this study was to investigate the role of task self-efficacy as a psychological factor involved in the relationship between self-control depletion and physical endurance. Participants (N = 37) completed two isometric handgrip endurance trials, separated by a Stroop task, which was either congruent (control) or incongruent (causing depletion). Task self-efficacy for the second endurance trial was measured following the Stroop task. Participants in the depletion condition reported lower task self-efficacy and showed a greater reduction in performance on the second endurance trial when compared with controls. Task self-efficacy also mediated the relationship between self-control depletion and endurance performance. The results of this study provide evidence that task self-efficacy is negatively affected following self-control depletion. We recommend that task self-efficacy be further investigated as a psychological factor accounting for the negative change in self-control performance of physical endurance and sport tasks following self-control strength depletion.