Although informal teacher learning (ITL) has been deemed critical for teachers in various contexts, it remains unknown how different kinds of ITL are associated with teacher self-efficacy, and how these relationships differ between public school teachers and private school teachers. Based on sociocultural theory and reflection theory, this study first categorised ITL activities into four types: (1) learning through interaction with colleagues, (2) learning through interaction with stakeholders (i.e. students, parents, friends, and researchers), (3) learning through interaction with multimedia, and (4) learning through reflection on practice. Borrowing from social cognitive theory, the study then investigated the relationship between each type of ITL and teacher self-efficacy among public school teachers and private school teachers. Survey responses were collected from 289 teachers in a pilot study and 510 teachers in the main study. Multigroup structural equation modelling was used to analyse the data. The results substantially support the existence of the four ITL categories listed above. Compared with the private school teachers, the public school teachers reported that they interacted more with stakeholders. The public school teachers' reflection on practice was significantly related to their self-efficacy, whereas the private school teachers' interaction with stakeholders and multimedia was important to their self-efficacy.