(1) Background: Perceived disease-related self-efficacy is considered a fundamental component of the successful self-management of chronic diseases. Prior studies have found that self-efficacy is associated with improvements in health behaviors and health status among people with chronic kidney disease (CKD). However, few studies have evaluated self-efficacy among patients undergoing dialysis. (2) Methods: This study was performed to evaluate CKD patients’ self-efficacy and to determine the factors that significantly affect self-efficacy among dialysis patients. This was a cross-sectional study using a convenience sample of 190 patients undergoing dialysis. The patients’ self-efficacy was measured using the CKD Self-Efficacy Scale. Inferential statistics were used to analyze the data. (3) Results: The mean age of the participants was 49.24 ± 13.15 years. Almost half of them were males (48.4%), and 75.3% were married. The majority of the patients (83%) were undergoing hemodialysis. The total score for self-efficacy was 192.57 ± 39.23. Only occupational status and the type of dialysis were significantly and positively correlated with patients’ perceived self-efficacy scores. (4) Conclusions: This study provides primary evidence of the perceived self-efficacy among CKD patients who are on dialysis. The results of this cross-sectional study showed that greater self-efficacy was associated with employment and peritoneal dialysis. Strategies to enhance self-efficacy among dialysis patients, especially those on hemodialysis, are needed.