Self-efficacy is described as an important influencing factor of human behavior, linked to motivation and performance. Thus, its analysis in the educational context is relevant. The study aims to carry out a systematic review of self-efficacy in medical education, nationally and internationally, to analyze the main factors that impact the self-efficacy beliefs of medical professors and students. Therefore, we researched four databases: Virtual Health Library (BVS), Public Medline (PubMed), Brazilian Digital Library of Theses and Dissertations (BDTD), and CAPES Portal, from 2015 to 2020, in Portuguese, Spanish, and English. The descriptors used were: “self-efficacy” and “medicine”, resulting in the selection of 20 studies. Based on the main objectives of the study, we created these categories: 1) self-efficacy and emotional factors, 2) self-efficacy and use of active teaching methodologies, 3) student self-efficacy and different teaching methods, 4) self-efficacy, motivation and self-regulated learning, and 5) student self-efficacy in a specific task and its correlation with performance. We concluded that the studies were consistent in qualifying self-efficacy as an important construct for medical education, associated with good emotional state, the development of teaching/learning strategies, and performance, in addition to pointing out the impact of the feedback type on the formation of student self-efficacy. As for the teaching methodology, it was not possible to confirm, in general, which is more favorable to strengthening self-efficacy, considering that other factors may be involved in the process.