This study compared Chinese male and female police cadets’ perceived occupational self-efficacy in the following domains of police responsibility: making arrests, overall police duties, report filing, using police equipment, interaction with the public/colleagues, solving problems, living with police expectations, having the required physical and emotional strength to complete police work. Data were analysed based on surveys conducted with 1023 cadets (151 females and 872 males) in a police college located in a Southeastern province of China. It was found that male cadets were significantly more self-efficacious than their female counterparts in the areas of making arrests, filing reports, and using police equipment. Moreover, male cadets were also significantly more confident that they were physically and mentally capable of doing police work. The analysis of variance (ANOVA) revealed that among the different aspects of self-efficacy, the differences in making arrests and having physical strength were the greatest between male and female cadets. Training program for female cadets should be targeted toward improvement in policing skills and mental resilience to increase their confidence in their ability to successfully execute the police role. Future studies can continue exploring how perceived self-efficacy of police changes over time and whether deployment practices and perceived treatment affect male and female cadets’ self-efficacy.