Academic Self-Efficacy for Self-Regulated Learning (ASE for SRL) represents individuals' belief in their abilities to regulate and organize their learning to achieve academic outcomes, and it is crucial for motivation and students' well-being. This study, conducted on a nationally representative sample of 26,564 10th grade Italian students (50.1% female; Mean Age = 15.60), aims to evaluate differences in ASE for SRL. Specifically, we assessed the measurement invariance and psychometric properties of a brief ASE for SRL scale, across biological sex, Socioeconomic Status (SES), and immigrant background. Results indicated that the scale fit the data well and scalar invariance was achieved across all groups. Latent mean analyses indicated that males reported lower ASE for SRL than females; students with lower SES reported lower ASE for SRL compared to students with middle and high SES, with middle SES students reporting lower levels than high SES students; native students reported higher ASE for SRL than first-generation immigrant students, no differences were found among first- and second-generations immigrant students. In conclusion, findings show that the proposed brief scale is a reliable measure of ASE for SRL and highlight the importance of considering socio-demographic factors when designing interventions to foster ASE for SRL in school.