Self-efficacy in sport has been the object of study in different modalities, including volleyball. The aim of the present study was to verify, by means of a systematic review, what has been evaluated in volleyball self-efficacy studies. The APA, PsycInfo, Bireme, Eric, Science Direct, Pubmed and Scopus databases were used to carry out the search. After the search, the articles were selected using the inclusion and exclusion criteria, resulting in 7 articles. The results point to a lack of clarity in the instruments for assessing self-efficacy in volleyball, with regard to the technical, tactical, physical or psychological attributes they are designed to measure. Few articles have described the psychometric properties of the instruments used, which imply, in practical terms, inaccurate results. It is suggested that specific instruments for the modality should be developed that present the statistical procedures used in order to obtain reliable results.