The aim of this research is to analyse the relationship between principals’ self-efficacy and leadership style and to examine whether self-efficacy is a antecedent of leadership styles. The research sample consists of 176 principals who work in the central region of Turkey. Of the participants, 162 are males and 14 are females. Professional seniority range is 1-43 years (M=16,1) and management seniority range is 1-37 years (M=9,6). In the study, in order to determine leadership styles of principals, Multifactor Leadership Questionnaire which was developed by Bass and Avolio (2004) and adopted into Turkish by Cemaloğlu (2007) was used. In order to determine principal self-efficacy, Principal Sense of Efficacy Scale which was developed by Tschannen-Moran and Gareis (2004) and adopted into Turkish by Negiş-Işık and Derinbay (2015) was used. Research findings indicate that there is a significant positive relationship between self-efficacy and sub-scales of transformational leadership. There is also significant positive relationship between principals’ self-efficacy and contingent rewards and the management by exception (active) and significant negative relationship between principals’ self-efficacy and the management by exception (passive) and laissez-faire. Concurrently, it was found that self-efficacy is a significant antecedent of transformational leadership.