Pre-service mathematics teachers' mathematics self-efficacy and mathematics teaching self-efficacy were investigated in this study. The purpose was to determine the confidence levels of their self-efficacy in mathematics and mathematics teaching. Also, the study was aimed at finding whether their mathematics self-efficacy and teaching self-efficacy were related. The participants were 49 pre-service mathematics teachers who were in their final year of training in the University. The mathematics self-efficacy items were adopted from Han, et al (2015) and May (2009), while the mathematics teaching self-efficacy items were those used by Khale (2008) and Gavora (2010). The findings of the study revealed that pre-service mathematics teachers had above average confidence levels in both MSE and MTSE. The study also revealed that the pre-service mathematics teachers' MSE and MTSE were significantly related.