The popular American children's story, The Little Engine that Could, is renowned for the engine saying "I think I can, I think I can," instilling the power of self-belief in the young. The importance of this self-belief, otherwise termed self-efficacy, has been studied by many researchers at the university level. Correlations between (i) self-efficacy and learning style, (ii) learning style and performance, and (iii) self-efficacy and performance have been independently investigated by others in numerous contexts. We are studying the link between student learning style preferences, self-efficacy, and performance in an introductory chemical engineering course. Using the Felder-Silverman model of learning styles developed for engineering, and the subsequent Felder-Soloman Index of Learning Styles indicator, we are analyzing each learning style dimension separately to better understand the subtleties of learning style effects. We believe this integrated study in a traditional lecture-based engineering classroom context will provide valuable information for engineering education. Results will provide evidence regarding whether learning styles may affect student performance or self-efficacy, as well as identify natural biases in chemical engineering problems translatable to other fields. A better understanding of student background and learning preferences is invaluable in developing improved curriculum, especially in the ever-changing modern classroom