This study evaluated the levels of self-concept, self-effectiveness and exploratory behavior in senior university students. 231 students of a private University in the state of Rio Grande do Sul, men and women with ages between 18 and 30 years, were studied. Results show that finding a job in the field of their major is the plan of the majority of the students after graduation, even though a great percentage (52.8%) is already placed in the work market. Positive correlations were found between exploratory behavior, self-concept and self-effectiveness, and students who engage in academic or extracurricular activities tend to have more structured projects and more realistic expectations towards the work market. These results indicate that students need support in this transitional period, especially concerning the definition of career goals and projects.