Students' mathematics self-efficacy (MSE) is strongly associated with learning behaviours and performance, and students' future career choices. In our scoping review, we screened what "substantive foci" (conceptualization, directionality and role of MSE, change in MSE, and situational specificity of MSE) have been posed and which "methodological approaches" (participants, analytical methods, data sources, and congruence of measures) have been used in recent (2018-2022) studies of MSE. Studies of MSE were clearly in the mathematics domain with 21 of 49 included studies exploring specific mathematics areas. The key focus was on strength of MSE. International databases (i.e., PISA) have enabled broad generalization, while in-depth qualitative studies enable minute situation-specificity. Cross-sectional and longitudinal studies using hierarchically nested designs (i.e., students in classrooms) enable us to draw conclusions at both individual, classroom, and school levels. The current state-of-the-art indicates methodological advancement is rapid and we are likely to see further methodological-substantive synergies in the field of MSE in future studies. We see the potential and need for future mixed-methods studies that continue the focus on MSE as a multidimensional and dynamic concept. Careful consideration of the theoretical background of the construct of MSE continues to be important to bring the field forward.