Self-efficacy is likely to be an important psychological construct for endurance sport performance. Research into the role of self-efficacy, however, is limited as there is currently no validated measure of endurance sport self-efficacy. Consequently, the purpose of the present research was to develop and validate the Endurance Sport Self-Efficacy Scale (ESSES). In Study 1, an initial item pool was developed following a review of the literature. These items were then examined for content validity by an expert panel. In Study 2, the resultant 18 items were subjected to exploratory factor analyses. These analyses provided support for a unidimensional scale comprised of 11 items. Study 2 also provided evidence for the ESSES's convergent validity. In Study 3, using confirmatory factor analyses, further support was found for the 11-item unidimensional structure. Study 3 also provided evidence for the ESSES's convergent and concurrent validity. The present findings provide initial evidence that the ESSES is a valid and reliable measure of self-efficacy beliefs in endurance sports.