Cancer symptoms make patients less able to cope with their health conditions, more vulnerable to negative outcomes, and more likely to develop negative self-efficacy. Self-efficacy is one's judgment and belief in how successfully one can overcome possible future challenges. The self-efficacy theory holds that people are likely to engage in activities which they believe they can accomplish and avoid those in which they perceive themselves to be incompetent. Self-efficacy is of paramount significance for cancer patients to cope with treatment-related physical, social, and psychological problems and to adapt to new life situations. It should, therefore, be considered an integral part of well-being and success in symptom management. Nurses play a significant role in health-promoting behavior development. Nurses also manage such variables as maintaining activities of daily living, increased success rates, adaptation to change, involving family and social support mechanisms in the process, and encouraging and informing patients. Thus, nurses also support patients to increase their self-efficacy perceptions. The purpose of this review is to present the literature on the concept of self-efficacy, which is a determinant of the coping behaviors of patients with cancer.