This review examines the relationship between the self-efficacy beliefs and leadership styles of school administrators. This study reviews the importance of school administrators’ self-efficacy beliefs in achieving the schools’ goals. The study emphasizes the significance of the leadership role of school administrators in modern educational administration approaches. The study also argues that to demonstrate the school administrators’ expected function, they must have a healthy perception of being “an effective administrator.” Furthermore, the study concluded that the self-efficacy beliefs of the administrators make a difference in their leadership style; there is a relationship between self-efficacy beliefs and exhibiting transformational leadership behaviors, and the more school administrators feel efficient.