Introduction: The World Health Organization (WHO) reports that in the Americas only 38% of infants are exclusively breastfed (EBF) up to 6 months. Several factors may influence the abandonment of EBF. Variables such as self-efficacy are scarcely described in EBF. In the scientific literature there are descriptive and cross-sectional studies of self-efficacy and EBF, but there are no longitudinal studies. Objective: To associate self-efficacy and EBF abandonment in women in a medical unit in Mexico. Methods: A prospective cohort study with follow-up at 5 days and 6 months postpartum. Multiple binary logistic regression (MLR) was used with variables including low self-efficacy, age >25 years old, and occupation employed. Odds ratio (OR) and 95% CI were calculated. Results: Of 212 women, 53.8% were in union and 62.7% were housewives. A low final self-efficacy was obtained with a relative risk (RR) of 2.6 [95% CI (1.05 - 6.70)] for non-exclusive EBF. MLR at the end of follow-up showed low self-efficacy with an OR of 1. 55 [95% CI (1.50 - 4.71)]; age >25 years old had an OR of 3.44 [95% CI (1.81 - 16.06)], and occupation employed had an OR of 1.13 [(95% CI (1.6 - 3.46)]. Conclusion: Low self-efficacy is a risk factor for the abandonment of EBF, so it is relevant to include it in the dissemination and promotion of EBF by the health team at the primary health care level.