Previous research has identified that self-efficacy is an essential factor in the process of self-management; however, the evidence is lacking concerning factors influencing self-efficacy in low-income countries. Therefore, this study examined factors influencing self-efficacy. A validated survey tool was orally administered to 415 adults living with HIV. Many of the respondents, 82.4%, do not have a regular job while one-fourth (25.5%) of the respondents were from a rural area. A mean self-efficacy score, 19.76 ± 0.12 out of a maximum of 24 was identified. This self-efficacy score was positively correlated with age, educational level, income and job status, but negatively correlated with gender, residency and drug side effects. Income, residency in rural, and experiencing drug side effects were significant predictors of self-efficacy and explained 5.4% of the variance. Better income () was associated with a higher self-efficacy score but living in rural areas () and experiencing drug side effects () were associated with a lower self-efficacy score. The use of Individual and Family Self-Management Theory helps clinician and patients to work together to identify factors influencing self-efficacy and to intervene.