Abstract Background The majority of children and adolescents are insufficiently physically active. Self-efficacy is considered one of the most important determinants of physical activity (PA). The purpose of this study was to validate the German version of the physical activity self-efficacy scale by means of a multi-level approach. Factorial validity, internal consistency and criterion validity were examined for the individual and the class level. Methods The final sample comprised 454 female sixth-graders of 33 classes. To examine the factorial validity of the translated 8-item scale, a multi-level confirmatory factor analysis was conducted with the lavaan package in R. Internal consistency was estimated with the alpha function of the psych package. Criterion validity was examined by correlating self-efficacy with moderate-to-vigorous physical activity (MVPA) assessed with accelerometers. Results In contrast to previous validation studies, a unidimensional structure of the scale was not supported. Instead, two highly correlated (rindividual = .87; rclass = .69) but distinct latent factors, representing PA self-efficacy and social support from family and friends, were differentiated on both the individual and class level. The best overall fit exhibited a multi-level 1 × 1-model, including only the six items measuring PA self-efficacy (χ2 = 32.10, CFI = .986, TLI = .976, RMSEA = .059, SRMR = .035). Internal consistencies for the complete 8-item scale and the 6-item scale were good on the individual level and excellent on the class level. For the two items measuring social support, Cronbach’s alpha was low on the individual and excellent on the class level. Weak relations between self-efficacy and MVPA were found for the individual level, strong associations were found for the class level. Conclusions The validation speaks for the use of the abridged 6-item scale, which allows for a unidimensional assessment of PA self-efficacy. Generally, the results support the relevance of a multi-level approach, which not only differentiates between self-efficacy on the individual level and on the class level but also between the respective implications regarding reliability and criterion validity on both levels. Thereby, this study offers a rigorously validated scale and further illustrates possible consequences of the usual neglect of group-level variance in scale validation.