The Modeling Self-Efficacy Scale was developed to measure students' confidence in understanding and solving modeling tasks. The scale was administered to 225 eighth- and ninth-grade students. Participants read modeling tasks adapted from Programme for International Student Assessment's 2003 problem-solving assessment and rated their confidence on a 100-point self-efficacy scale. Confirmatory factor analysis indicated that modeling self-efficacy is a unidimensional construct, best elicited by a repeated-measures-style survey design in which participants responded to the same self-efficacy items across multiple modeling problems. The omega reliability coefficient for the scale was 0.88. The findings suggest that the Modeling Self-Efficacy Scale is a reliable and valid instrument for middle and high school mathematics students.