With the rapid economic development of China, more Chinese students pursue their higher education abroad. Thailand as an influential member of China - ASEAN, has becoming one of the most popular destinations for Chinese students. This present research explored the academic self-efficacy and psychological well-being of Chinese international students during their first year adaptation to Thailand higher education. Data was collected through semi-structured questionnaires, which included brief measurements of academic self-efficacy, academic stress levels, personality, and flourishing scale. Results show that students' academic self-efficacy is predicative of psychological well-being, during the beginning of their adjustment to study in Thailand. These findings are critical for the following longitudinal research, which is designed to study the changes of Chinese international students' academic self-efficacy and psychological well-being in Thailand, and for teachers to better understand international students' adjustment difficulties, thus improving their study experience in a new culture.