Background: Although challenges in breastfeeding are more common in mothers of preterm infants, maternal breastfeeding self-efficacy is a modifiable factor that may improve breastfeeding rates. Objective: To evaluate the factors affecting breastfeeding self-efficacy among mothers with preterm babies. Design: A cross-sectional study. Methods: This study was carried out using a double-stage cluster sampling method. In total, 360 mothers of preterm infants under 6 months of age were included. Data were collected using sociodemographic characteristics, Breastfeeding Self-efficacy Scale-Short Form (BSES-SF), multiple scales of perceived social support, and Depression, Anxiety, and Stress questionnaires. Results: The results showed social support (15.6%), depression (12.2%), anxiety (11%), and stress (12.2%) contributed independently, and together they explained 25% of the variance in BSES-SF. The higher levels of social support (β = 0.283), lower levels of mental health problems (β = −0.340), having breastfeeding experience (β = −0.253), and higher gestational age at birth (β = 0.106) were significantly related to the high level of BSES-SF. Conclusion: These findings can help healthcare providers be aware of effective factors in improving breastfeeding self-efficacy. Increased access to counselors, active support for mothers after preterm labor, and increased support facilities for mothers with preterm delivery may be helpful to improve breastfeeding self-efficacy.