Teachers with a high sense of efficacy have been found to be more passionate about teaching, ready to accept new ideas and make attempts to use new teaching methods to help students learn. Such teachers have positive teaching behaviors such as patience, commitment, enthusiasm, which in turn lead to positive student outcomes. However, research on teacher efficacy and classroom management is lacking in Botswana. The main aim of this study is to determine the extent of self-efficacy beliefs among final year students in all the teacher training colleges in Botswana, and to determine as to whether there are differences associated with gender, age and college. A total of 598 pre-service teacher trainees completed the quantitative survey. Self-efficacy was measured using the Long Form version of the Teachers' Sense of Efficacy Scale which comprises of 24 items divided 3-subscales of 8 items each. The self-efficacy score for each student on each subscale was measured using the average score on the 8-items that make up the scale. Analysis of variance was used to investigate if self-efficacy depended on gender, age and college. The findings revealed that the level of self-efficacy was moderated among the trainees, averaging around 3.8 on a scale of 1 to 5. Self-efficacy increased with age for each subscale. Females outperformed males with respect to student engagement, but there were no significant gender differences with respect to instructional strategies and classroom management. There were significant differences between the five colleges with respect to each sub-scale, with one particular college having the lowest mean on all subscales, and another having the highest mean on all subscales. Interestingly the colleges that train primary had higher mean scores than those that train and secondary school teachers. However, further investigations revealed some partial confounding between age and school. The findings suggest that more efforts should be put into empowering pre-service teachers to develop self-confidence in classroom management, instructional strategies and student engagement.