Ever since the dawn of behavioral economics, researchers have paid attention to psychological factors to explain complicated economic behaviors. While a considerable body of research has mainly focused on financial investment behaviors, there is a lack of understanding of self-investment behaviors. The present study investigated not only the relationship between financial self-efficacy and five financial investment behaviors (savings, shares, properties, charities and student debts), but also the relationship between self-efficacy and five self-investment behaviors (beauty, hobbies, education, travelling and entertainment & socialization). The results showed that general self-efficacy is positively correlated with investment in shares, charities and negatively correlated with entertainment. Financial self-efficacy is correlated positively with investment in savings, student debt and negatively correlated with shares. Furthermore, whether people had a partner significantly influenced financial investment and self-investment percentage. A gender difference was found in saving behaviors and body/beauty investment. Findings extend prior research on investment behaviors with regard to financial investment and self-investment, and the role of self-efficacy and financial self-efficacy in investment behaviors generally.