The study of artificial intelligence (AI) in educational processes has generated growing interest in the academic community. In this context, innovations are being developed in public and private organizations that have installed the need for professionals who demonstrate AI-related competencies. This work aims to analyze the self-efficacy of AI according to the sociodemographic characteristics of business students in Chile. The methodology used is exploratory in nature. Exploratory factor analysis was applied and significant differences were examined. The results show differences according to sex, occupation, family income and territory. In relation to these findings, it is suggested to include AI tools in educational innovations related to the training of business students. Finally, the implementation of new approaches that contribute to the implementation of innovations that facilitate the installation of AI competencies in students of Higher Education Institutions in Chile is recommended.