The aim of this study is to determine the possible relationship between the reality shock expectations and teacher self-efficacy levels of the prospective teachers attending pedagogical formation certificate program. In accordance with this purpose, the study was designed in correlational model among relational survey models, and the study sample was composed of 293 prospective teachers who were attending the Pedagogical Formation Certificate Program in 2016-2017 academic year by selected through convenience sampling. According to the analysis of the obtained data from this sample, it was seen that the prospective teachers' reality shock expectation levels were generally higher in the possible problems with professional differences, while the teacher self-efficacy levels were lower in the situations regarding individual differences. On the other hand, it was observed that the reality shock expectations and teacher self-efficacy levels did not show difference according to gender, education level and graduated field variables, while only the teacher self-efficacy towards teaching strategies sub-dimension had a difference in terms of education level variable. This difference was in favor of teacher candidates receiving postgraduate training. When the main purpose of the study was examined, it was determined that there was no statistically significant relationship between the teacher's self-efficacy and reality shock expectations of the prospective teachers attending to the pedagogical formation certificate program.