This study aimed to explore the relationship between self-esteem, self-efficacy, family and life satisfaction, loneliness and academic achievement during adolescence. A total of 180 male and 301 female adolescents aged 10 to 17 (M=12.45 years, SD = 2.66), from two primary and two secondary schools from the city of Split, participated in the study. To achieve the research goal, we administered the general data questionnaire, Self-Efficacy Questionnaire for Children and Adolescents (Vulic Prtoric & Soric, 2006), Family Satisfaction Scale (Vulic Prtoric, 2004), the short-form UCLA Loneliness Scale (Russell, 1996), and the Rosenberg Self-Esteem Scale (Rosenberg, 1965). The results indicated that female adolescents performed better in Croatian than male adolescents, who in turn assessed themselves as being more emotionally efficient than female adolescents. Regarding age, preadolescents were more satisfied, performed better academically, and exhibited higher levels of academic self-efficacy and self-esteem than older adolescents. The results of the regression analysis showed that higher academic self-efficacy and lower emotional self-efficacy were the strongest predictors of academic achievement. Research findings suggest that higher self-esteem and self-efficacy beliefs in all domains could have a protective role in well-being of adolescents and, finally, they point to the importance of developing high self-efficacy beliefs, especially academic ones, for academic achievement.