The purpose of this study was to investigate how participation in school sport clubs affected academic stress and physical self-efficacy of middle school students. For this purpose, 615 boys and 607 girls from 3 middle schools in City A and Province B, who participated in school sport clubs were sampled. The academic stress scale was measured by the questionnaire reconstructed by Ghang (2013) and the scale developed by Seok, Jung (2013) was used to measure physical self-efficacy. For data analyses, frequency analysis, reliability analysis, factor analysis, t-test, MANOVA, correlation analysis, and post-hoc analysis were performed. There were significant differences in academic stress and in physical self-efficacy by gender of middle school students participating in school sport clubs. No significant difference was found in physical self-efficacy by gender. No significant difference was found in academic stress by school year; however, there were significant differences in physical self-efficacy by school year. There were significant differences in academic stress and in physical self-efficacy by events. No significant difference was found in academic stress by the duration of participation; however, there were significant differences in self-efficacy by the duration of participation. There were significant differences in academic stress and in physical self-efficacy by frequency of participation. No significant difference was found in physical self-efficacy by frequency of participation. There were significant differences both in academic stress and in physical self-efficacy by preference for physical education class. There were significant differences in academic stress and in physical self-efficacy by preferred subjects. By the experience of doing exercise or by the duration of participation, no significant difference was found in academic stress; however, there were significant differences in physical self-efficacy.