This paper studies the pre-service teachers' mathematics teaching self-efficacy throughout the bachelor's degree in Primary Education. Our hypothesis is that the mathematical courses included in the bachelor's degree can influence their mathematics teaching self-efficacy. To carry out the study, pre-service teachers of each year of the Primary Education Degree answer the Mathematics Teaching Efficacy Belief Instrument (MTEBI) at the end of the 2016-17 academic year. The MTEBI is comprised of two sub-scales, namely, Personal Mathematics Teaching Efficacy (PMTE) and Mathematics Teaching Outcome Expectancy (MTOE). Obtained results evidence a statistically significant difference (in positive) between the pre-teachers of the first and the last year of the bachelor's degree in the PMTE subscale. Therefore, these results show that the three teaching and learning mathematics courses (TLM) included in the bachelor's degree do change the students' PMTE. Concretely, the second TLM course, which is connected to a student teaching practice period, really makes the difference. Scores obtained in the MTOE subscale, on the contrary, do not increase throughout the Degree. To sum up, this study shows that the Mathematical Curriculum of the bachelor's degree can influence on the PMTE of the pre-teachers. Therefore, teacher educators should be aware of the importance of the Mathematical Curriculum and design the teaching and learning mathematics courses in order to promote the PMTE of the pre-teachers.