Bandura’s influential theory has been used to argue that teachers with high self-efficacy will be more effective at increasing pupil achievement—and a voluminous empirical literature has repeatedly documented associations consistent with this claim. However, few studies have considered whether these correlations reflect an underlying causal relationship. In this paper we utilise across-subject, within-pupil variation in teacher self-efficacy in the Trends in Mathematics and Science Study (TIMSS) 2015 data to provide new evidence on this question. By focusing upon relative differences in teacher self-efficacy and pupil achievement within pupil-teacher pairs, our estimates control for more potential confounders than much of the existing literature. Contrary to that literature, we find no evidence of a relationship. Instead, this paper presents clear and consistent findings of null effects.