The purpose of this study was to examine the relationships among pre-service teachers' perceptions of teacher self-efficacy (TSE), critical thinking dispositions (CTD), and depressive symptoms. Correlational survey, one of the quantitative research designs, was used as the research design of this study. The participants of the study consisted of 450 pre-service teachers studying at the Faculty of Education of a state university in Turkey. The California Critical Thinking Disposition Scale, Beck Depression Inventory, Teacher Self-Efficacy Scale, and a researcher-developed demographic information form were used to collect data. The collected data was analyzed using the Pearson Moment Correlation Coefficient and multiple regression analysis techniques. The results of the study revealed that the subdimensions of critical thinking disposition and depressive symptoms had significant positive correlations with all dimensions of teacher self-efficacy. Another important finding was that CTD and depressive symptoms are important variables in predicting preservice teachers' self-efficacy beliefs. The present study also addressed the implications for teacher education and provided insights for future research directions.