This study was to find out how children s self-efficacy and peer competence appear by their gender and to investigate the relationship between children s self-efficacy and with peer competence as predictor variable, self-efficacy as criterion variable. The participants for this study were 129 5-year-old children public kindergartens in P-city, Gyeonggi-do. The results of this study were as follows: There was a significant correlation between children s self-efficacy and peer competence, is not appear gender differences. To determine more comprehensively the relations between the sub-variables of children s self-efficacy and the sub-variables of peer competence, the study carried out canonical correlation analysis, the most predictable on the peer competence sub-variables can be made by using the cognitive self-efficacy which is the best measure for social ability of the peer competence sub-variables. The sub-variable also enables us to predict sense of self-efficacy and peer competence. The gender differences in relations between both sub-variables, boy s the most predictable sub-variable social spontaneity can be made by using socio-emotional self-efficacy. And girl s the most predictable sub-variable leadership can be made by using cognitive self-efficacy. This results showed to improve children s self-efficacy is need to improve peer competence and for improve children s self-efficacy need variable program for children s enactive mastery experience, teaching program.