The present study was conducted to investigate the relationship between critical thinking, epistemological beliefs, and learning strategies with the academic performance of high school first-grade male and female students in Yazd. For this purpose, from among all first-grade students, as many as 250 students (130 females and 120 males) were selected by using multistage cluster sampling. The data needed were then collected through using California Critical Thinking Skills Test, Schommer's Epistemological Beliefs Questionnaire, Biggs’ Revised Two Factor Study Process Questionnaire. The findings indicated that there is a positive significant relationship between critical thinking and academic performance and achievement. Moreover, four factors of epistemological beliefs include knowledge structure, knowledge stability, learning ability, and learning speed; these four factors have a positive significant relationship with the students’ academic performance. The other variable of the present study is learning strategies including deep and surface strategies. The findings of the present study indicated that there is a positive significant relationship between deep learning strategy and academic achievement. However, no significant relationship was observed between surface learning strategy and academic performance. Furthermore, the findings obtained from the multiple regression analysis indicated that except for the surface learning strategy, all other predictor variables (i.e. critical thinking, structure, stability, ability, speed, and deep learning strategy) explained and predicted the academic performance. To sum up, it can be claimed that critical thinking, epistemological beliefs, and deep learning strategy affect the students’ academic progress and achievement.