Teacher efficacy in a particular content area is seen as an important factor shaping teaching practice and student learning in the Western literature. However, inadequate efforts have been made to examine this assumption empirically. Drawing on the Trends of International Mathematics and Science Study (TIMSS) 2011 mathematics teachers' data at the eighth grade level, this study examines the relationship between teacher efficacy in teaching mathematics and teachers' mathematical instructional practices in five Asian countries/regions. Guided with Bandura's social cognitive theory, this study finds that overall teachers in the five countries/regions reported much lower teacher efficacy in teaching mathematics and lower levels of instructional practices than the international norms. The relationship between teacher efficacy and instructional practices varied within these countries/regions. Teacher efficacies in teaching mathematics are not always statistically and positively related to their instructional practices in engaging students. Together, these findings challenge the theoretical assumption about the positive relationship between teacher efficacy and instructional practices. Possible reasons of these findings and future directions are discussed.