This study aims to assess fundamental movement skill (FMS) proficiency, physical self-confidence levels, and the relationship between these variables and gender differences among adolescents. Three hundred and ninety five adolescents aged 13.78 years (SD = +/- 1.2) from 20 schools were involved in this study. The Test of Gross Motor Development-2nd Edition (TGMD), TGMD-2 and Victorian Skills Manual were used to assess 15 FMS. Participants' physical self-confidence was also assessed using a valid skill-specific scale. A significant correlation was observed between FMS proficiency and physical self-confidence for females only (r = 0.305, P < 0.001). Males rated themselves as having significantly higher physical self-confidence levels than females (P = 0.001). Males scored significantly higher than females in FMS proficiency (P < 0.05), and the lowest physical self-confidence group were significantly less proficient at FMS than the medium (P < 0.001) and high physical self-confidence groups (P < 0.05). This information not only highlights those in need of assistance to develop their FMS but will also facilitate in the development of an intervention which aims to improve physical self-confidence and FMS proficiency.