One of the most fundamental results in quantum information theory is that no measurement can perfectly discriminate between non-orthogonal quantum states. In this work, we investigate quantum advantages for discrimination tasks over noncontextual theories by considering a maximum confidence measurement that unifies different strategies of quantum state discrimination, including minimumerror and unambiguous discrimination. We first show that maximum confidence discrimination, as well as unambiguous discrimination, contains contextual advantages. We then consider a semi-device independent scenario of certifying maximum confidence measurement. The scenario naturally contains undetected events, making it a natural setting to explore maximum confidence measurements. We show that the certified maximum confidence in quantum theory also contains contextual advantages. Our results establish how the advantages of quantum theory over a classical model may appear in a realistic scenario of a discrimination task.