Physical Education teachers (PET) self-efficacy (SE) is a cornerstone for a successful inclusion of students with special educational needs. This study aims to evaluate the effect of a training program called "Incluye-T" on the SE of Spanish in-service PETs (n = 229) toward the inclusion of students with special education needs in physical education, compared with a control group (n = 40). The study also evaluates how the training program is mediated by two demographic variables: teachers' gender and teaching setting. The Self-Efficacy Scale for Physical Education Teacher Education Majors towards Children with Disabilities was used to measure SE pre and post-intervention. Significant improvements in SE were demonstrated for in-service PET compared to the control group for all the sub-scales of the SE scale: intellectual, physical, and visual impairments (p < 0.01, large effect sizes). All teachers' self-efficacy subscales improved regardless of their teaching settings (e.g. primary or secondary schools) and gender. Implications for future professional development provision are discussed, including the delivered training strategies, materials or the duration of the intervention.