Purpose：To clarify factors associated with self-efficacy in elderly patients discharged from the hospital to their homes.Methods：The subjects comprised 88 patients who had received in-hospital rehabilitation for musculoskeletal disease and were discharged to their homes. Factors associated with self-efficacy were examined. The self-efficacy scale score was determined using the hierarchical cluster analysis, and significant differences in characteristics were examined through multiple comparisons. Multiple regression analysis was used to evaluate self-efficacy associated with the frequencies of “going out” and “physical exercise” at 1 week, 1 month, and 3 months after discharge.Results：Self-efficacy 3 months after discharge was significantly associated with female sex, age, non-social role, length of hospital stay, cognitive decline, and relative functional efficiency. In addition, higher frequencies of “physical exercise” or “going out” were more likely to result in higher self-efficacy than lower frequencies of “physical exercise” or “going out.”Conclusion：The results suggest that physical activity is associated with self-efficacy and that the difference in the contents of the physical activity relates to self-efficacy.