Although prior research in Western societies has revealed an association between self-efficacy and both self-management behaviours and better health status, little is known about the applicability of this association in Korean populations. We examined the differences in self-management behaviours and health status among three groups according to the level of self-efficacy (high, moderate and low). We used a descriptive and correlational design, and administrated a questionnaire to 322 Korean patients with diabetes mellitus, hypertension or arthritis at three ambulatory clinics in a university medical centre. We performed the Pearson chi-square test to test for differences in proportions, and the Kruskall–Wallis and Mann–Whitney U-tests for non-parametric measures. The level of self-efficacy was associated with self-management behaviours (P < 0.05) and with better health status indices (P < 0.001) except fatigue (P < 0.277). The mean age (Mean ± standard deviation, 53.71 ± 12.60), the percentage of high level of education (62.4%) and the level of employment (51.4%) were significantly higher in high self-efficacy group than in low self-efficacy group or moderate self-efficacy group. Further study of the potential factors affecting any relationship between self-efficacy and fatigue is recommended. Self-efficacy-enhancing interventions can be beneficial for Korean chronic patients to improve their self-management behaviours and health status.