Recent research has emphasized the importance of media and information literacy among university undergraduate and graduate students with respect to the high demand on these critical thinking skills. The current study extended three scales for measuring these two literacies, including the Media Literacy Self-assessment Scale, the Competence Information Literacy Questionnaire, and the UNESCO Information Literacy Lifecycle, into Chinese culture with a Macau sample. The aims were to investigate the self-perception of these literacies of students from University of Macau, and the factors that may influence these self-perceptions. Result revealed that: first, gender has no effect on the level of media and information literacy; second, participants who own digital devices tended to have higher self-perceived score on media literacy; and third, participants at Master’s Year 2 level showed significantly higher self-perceived scores on the UNESCO information literacy lifecycle. Findings from this study help educators and school policy makers to gain insights on the way to enhance students’ media and information literacy in the 21st century and therefore, in the future.