This study aimed to examine the influences of maternal and paternal psychological control and self-efficacy on social anxiety in middle-school boys and girls and to investigate whether students' self-efficacy moderated the effects of parental psychological control on their social anxiety. The participants of this study were 779 students from four middle-schools located in Seoul and In-Cheon province. To measure the level of social anxiety, the Korean version of Social Anxiety Scale for Adolescents (Yang, Yang, & Oh, 2008) was used. Parental psychological control and self-efficacy were assessed by the Psychological Control Scale-Youth Self Report (Barber, 1996) and the Self-Efficacy Scale (Sherer & Adams 1983), respectively. The results of this study were as follows. First, the level of paternal psychological control increased the level of social anxiety, only for boys. In contrast, the level of maternal psychological control increased the level of social anxiety, only for girls. Also, the level of self-efficacy had a significant positive influence on the level of social anxiety for both boys and girls. Second, for both boys and girls, self-efficacy in middle school students did not moderated the relation between parental psychological control and students' social anxiety. In conclusion, the higher the level of the psychological control of the same sex parent and the lower the level of students' self-efficacy, the higher the level of social anxiety of middle school boys and girls.