Cross-field learning is a trend in modern education. Building a sports power in the “14th Five-Year Plan” and the long-term goal of 2035 is the new positioning and new mission given to China’s sports industry in the new era. Under this trend and goal, how to encourage students to become more motivated and proactive in the learning process, and to be able to think flexibly and connect with reality to solve problems from multiple perspectives is related to the future development of physical education in our country. The training of undergraduates in the School of Physical Education of the Normal University has a decisive influence on this goal. Therefore, this study chose first-year and second-year students in the physical education colleges of normal universities as the subjects. Focus on quantitative research and SPSS26 was used as the analysis tool to explore the self-efficacy of students in the physical education colleges of normal universities for cross-field learning. Based on the results, there was a lot of learning space for development in the application and understanding of STEM among first- and second-year students in PE colleges. It meant that not only the interdisciplinary learning model or application of physical education in domestic colleges needed to be improved, but also for cultivating students’ independent thinking and judgment abilities.