Background <p>Academic self-efficacy has a significant impact on college students' academic performance and growth and success.</p> Purpose <p>To explore the effects of depression on academic self-efficacy and the mediating role of professional identity and the moderating role of belief in a just world among college students.</p> Method <p>The Depression Scale, Academic Self-Efficacy Scale, Professional Identity Scale, and Belief id a Just World Scale were used to investigate 3270 college students.</p> Results <p>(1) depression negatively predicts academic self-efficacy among college students; (2) professional identity partially mediates the relationship between depression and academic self-efficacy; (3) belief in a just world positively moderates the pathways of influence of depression and academic self-efficacy. Specifically, the negative predictive effect of depression on academic self-efficacy was weaker among college students with high belief in a just world compared to the group with low belief in a just world.</p> Conclusions <p>There is a mediating effect between depression and academic self-efficacy interventions. Meanwhile, professional identity is a mediating variable in the relationship, and belief in a just world mitigates the negative effects of depression on academic self-efficacy.</p>