Introduction: Diabetes is a chronic disease that can cause severe complications, affecting different body systems. Improving the quality of life in this type of patient has become an important goal in the treatment. Objective: to analyze the correspondence between self-efficacy and health-related quality of life in patients with type 2 diabetes mellitus undergoing hemodialysis. Methods: Correlational cross-sectional study conducted from January to May 2015. The universe of study consisted of 200 patients, from two health institutions in Yaracuy state, Venezuela. The final intentional sample included 80 patients (46 men and 34 women) who met the selection criteria and answered voluntarily, after giving their informed consent, a generalized self-efficacy scale and the diabetes questionnaire-39 that measures the health-related quality of life. Results: The generalized self-efficacy scale showed association with health-related quality of life (r=-0.480; p= 0.01) and energy and mobility dimensions (r=-315; p= 0.01), control diabetes (r=-0.409; p= 0.01) and social overload (r=-0.457; p= 0.01). In addition, there is significant difference in self-efficacy according to sex. Conclusions: The results show that as the confidence of patients grows to cope with life situations in an effective way, the effects on energy and mobility, diabetes control, social overload and health-related quality of life are lower.