General self-efficacy is the strength of belief one has in one's own overall ability to successfully perform tasks, and general self-efficacy scores predict performance over time. We investigated the neural basis of individual differences in general self-efficacy by examining regional gray matter volume using voxel-based morphometry (VBM) analysis. This approach was chosen because general self-efficacy is a personality characteristic that is difficult to manipulate rapidly during a single experiment. Brain anatomy was analyzed using magnetic resonance images obtained from 64 healthy right handed participants (mean age = 20.1 ± 1.4 years, 29 males) who had completed Sherer's general self-efficacy scale. After controlling for the effects of age, sex, and total gray matter volume of each subject, results showed that regional gray-matter volume in the precuneus was significantly and positively correlated with general self-efficacy scores (z = 4.13, P = 0.001, cluster-level FWE corrected), and that the volume of a cluster in the left medial prefrontal cortex (mPFC), which is functionally and anatomically connected to the precuneus, followed the same trend (z = 4.87, P = 0.059; cluster-level FWE corrected). No similar association was seen between gray-matter volume and scores on other questionnaires(Self-esteem, BIS/BAS, Achievement motivation). Several separate studies show that recall of autobiographical information is associated with gray-matter volume in the precuneus and with general self-efficacy, and that depression is linked to both lower gray-matter volume in the mPFC and lower general self-efficacy. Here, our direct comparison is consistent with these results, and indicates that the gray matter volume in the precuneus and mPFC is related to individual differences in general self-efficacy.