The purpose of this study was to investigate the relationships among Psychological Capital (PsyCap), work attitudes and job performance of the employees in the banking sector in Sri Lanka. The sample consisted of 176 managers and 357 non-managerial employees. A questionnaire was administered among the employees as the measuring instrument. The collected data were analyzed using correlation coefficient and regression. The results of the study indicated that there was a significantly positive relationship between PsyCap and job performance, PsyCap and work attitudes, work attitudes and job performance. Work attitudes were found to mediate the relationship between PsyCap and job performance of the employees in the banking sector in Sri Lanka.