Clinicians find it challenging to engage with patients who engage in self-harm. Improving the self-efficacy of professionals who treat self-harm patients may be an important step toward accomplishing better treatment of self-harm. However, there is no instrument available that assesses the self-efficacy of clinicians dealing with self-harm. The aim of this study is to describe the development and validation of the Self-Efficacy in Dealing with Self-Harm Questionnaire (SEDSHQ). This study tests the questionnaire’s feasibility, test-retest reliability, internal consistency, content validity, construct validity (factor analysis and convergent validity) and sensitivity to change. The Self-Efficacy in Dealing with Self-Harm Questionnaire is a 27-item instrument which has a 3-factor structure, as found in confirmatory factor analysis. Testing revealed high content validity, significant correlation with a subscale of the Attitude Towards Deliberate Self-Harm Questionnaire (ADSHQ), satisfactory test-retest correlation and a Cronbach’s alpha of 0.95. Additionally, the questionnaire was able to measure significant changes after an intervention took place, indicating sensitivity to change. We conclude that the present study indicates that the Self-Efficacy in Dealing with Self-Harm Questionnaire is a valid and reliable instrument for assessing the level of self-efficacy in response to self-harm.