Self-efficacy represents an individual’s perceived capability to succeed in specific situations or accomplish a task. Self-efficacy has been associated with superior performance across a variety of performance domains. Within an endurance context, research findings have suggested that self-efficacy is associated with superior endurance performance, and improvements in both pain and effort tolerance. This chapter explores the role of self-efficacy within endurance performance by identifying key efficacy beliefs, their formations, and their impacts. Practical recommendations on how to enhance efficacy beliefs will also be discussed.