The measurement properties of instruments assessing self-efficacy (SE) in patients with rheumatic diseases were reviewed. The consensus-based standards for the selection of health measurement instruments (COSMIN) checklist was applied following systematic searches of seven electronic databases from 1989 to December 2011. Fifteen articles met the inclusion criteria that included the arthritis SE scales (ASES), generalized SE scale (GSES), joint protection SE scale (JP-SES), Marcus & Resnick SE exercise behaviour (SEEB) instruments, and RA SE scale (RASE). The ASES and RASE have undergone more than one evaluation. There was little formal evaluation of content validity for the instruments. Evidence for the RASE suggests that it is not unidimensional. The JP-SES and SEEB were evaluated using modern psychometric methods. The instruments require further evaluation before application. The quality of the evidence for the ASES and RASE is generally poor. The generic focus of the GSES limits its relevance. The JP-SES and SEEB have only undergone one evaluation and that relating to the latter was narrow in scope. Future studies should address these methodological weaknesses.