Physical education is not just for improving the functions and well-being of the body, as it can help with the improvement of the psychological functions as well. A physical, and enjoyable, activity such as swimming, as a part of the elementary school curriculum, can help with the improvement of self-efficacy among the students early on. To examine this possibility, a group of 381 female 3rd graders were questioned on their self-efficacy and then divided into two matched groups one of which went through a 12 week swimming course. The post course assessment of the construct indicates that the general, social, and affective self-efficacy of those taken the course improved significantly. The results support the argument on the necessity of taking physical education more seriously.