It has been suggested that self-efficacy specific to parenting or feeding may influence the decisions parents make regarding infant feeding; however, a review of this topic has not been conducted. The purpose of this integrative review is to synthesize the literature regarding the potential role of self-efficacy in infant feeding practices or infant weight gain. A total of 40 articles were used to guide this review, which were classified into three categories examining an association with self-efficacy (1) breastfeeding; (2) infant feeding practices such as parental feeding style and dietary quality; and (3) infant weight gain. Evidence regarding breastfeeding self-efficacy (BFSE) and breastfeeding is extensive; mothers with a higher sense of BFSE more often initiate breastfeeding and breastfeed for longer durations. The evidence regarding self-efficacy and the association with infant feeding practices other than breastfeeding is sparse. However, several studies report that mothers who have a higher sense of self-efficacy are more likely to follow infant feeding practices which align with recommendations. The authors have speculated an association between self-efficacy and infant weight gain; yet, to date, no study has found a significant association. More research is needed on the topic, particularly in diverse populations and with fathers and mothers.