Self-efficacy is the belief in your ability to succeed at a specific task or in a specific situation. Developed by psychologist Albert Bandura, it's a more precise, task-focused concept than general confidence: an athlete might have high self-efficacy for serving but lower self-efficacy for returning, even in the same sport.
Self-efficacy is one of the strongest psychological predictors of performance, because it influences the goals athletes set, how much effort they invest, how they respond to setbacks, and how much pressure they feel. It is the foundation on which sporting confidence is built.
Bandura identified several sources of self-efficacy, the most powerful being mastery experiences — actually having performed the task successfully before. This is why preparation and a record of past successes (a confidence bank) are so important. Other sources include vicarious experience (seeing similar others succeed), verbal persuasion (credible encouragement), and how one interprets physical and emotional states. Each of these can be deliberately strengthened to build belief.