Evidence indicated the wide-range consequences of diabetes mellitus throughout gestation for each of the mother and the newborn. Because diabetes self-management incorporates behavioral, personal, and environmental factors into the daily performance of suggested activities, the concept of self-efficacy has relevance for promoting self-management. The aim of the study was to investigate the relationship between self-efficacy and self-management among diabetic pregnant women. A descriptive correlational study was conducted. Convenience samples of 125 diabetic pregnant women were recruited during their visit to an antenatal clinic at Maternity University Hospital in Alexandria- Egypt. Three tools were used to collect data: Tool I: Biological and socio-demographic; Tool II: The Diabetes Management Self-efficacy scale (DMSES); and Tool III: Diabetic Self-Management Questionnaire (DSMQ). The findings revealed a highly positive correlation between self-efficacy and self-management among diabetic pregnant women. Moreover, high self-efficacy was related to take prescribed medications and adjust medication with illness. While low self-efficacy related to keeping body weight under control and the ability to follow a healthy diet. Regarding, diabetic self-management of women, a high self-management was related to taking diabetic medication and keeping recommended doctor appointment, while low diabetic self-management related to practice physical activity and recording blood sugar level regularly. Also, a significant positive relationship was found between bio-sociodemographic factors of study participant and their diabetic self-efficacy and self-management. This study has highlighted the importance of self-management intervention to improve healthy behaviors and diabetic control among diabetic pregnant women.