This study aimed to analyze the confirmatory factor validity and reliability of a self-efficacy scale for physical activity in a sample of 118 elderly (78% women) from 60 to 90 years of age. Mplus 6.1 was used to evaluate the confirmatory factor analysis. Reliability was tested by internal consistency and temporal stability. The original scale consisted of five items with dichotomous answers (yes/no), independently for walking and moderate and vigorous physical activity. The analysis excluded the item related to confidence in performing physical activities when on vacation. Two constructs were identified, called "self-efficacy for walking" and "self-efficacy for moderate and vigorous physical activity", with a factor load ≥ 0.50. Internal consistency was adequate both for walking (> 0.70) and moderate and vigorous physical activity (> 0.80), and temporal stability was adequate for all the items. In conclusion, the self-efficacy scale for physical activity showed adequate validity, reliability, and internal consistency for evaluating this construct in elderly Brazilians.