Academic self-efficacy has become an important factor that will affect students’ choices of their learning task and behaviors, as well as their mentality and emotions on learning. Moreover, student engagement has been found playing a key to success in learning. This study tried to analyze the relationship between academic self-efficacy and student engagement through meta-analysis. Meta-analysis is the statistical procedure for combining data from series of studies focused on specific topics. When the effect varies from one study to the next, meta-analysis may be used to identify the variation. To determine their relationship, we selected 26 previous studies from 1990 to 2014 in the target data banks and conducted by Comprehensive Meta-analysis (CMA). The results reveal: (1) There is a relationship existed between academic self-efficacy and student engagement; (2) In different school level, that only shows the moderating effect on academic self-efficacy and behavioral engagement.