Research with caregivers of cognitively impaired individuals has provided evidence which suggests that most caregivers experience at least some degree of burden. However, it has been postulated that it is the caregiver's subjective interpretation of the situation that is the primary factor responsible for mediating the degree of burden experienced. Caregivers who cope well with this type of stress may possess a high level of self-efficacy. The purpose of this paper is to analyse the concept of self-efficacy and its relationship to health care using Walker & Avant's concept analysis methodology. Uses of the concept of self-efficacy, as well as its defining attributes, antecedents, consequences and empirical referents, are discussed. Also, model, borderline, related, contrary and invented cases are constructed to illustrate the concept further. The relevance of the concept to nursing practice and areas requiring future investigation are noted.