In research focused on self-efficacy it is usually teacher-related phenomena that are studied, while the main aspects related to pupils are rather neglected, although self-efficacy itself is perceived as a belief in one’s own abilities. Evidently, this strongly influences the behavior of individuals in terms of the goal and success in mathematical problem-solving. Considering that alternative teaching methods are based on the principle of belief in one’s own ability (mainly in the case of group work), higher self-efficacy can be expected in the pupils of teachers who use predominantly the well-working pupil-centered pedagogies. A total of 1133 pupils in grade 5 from 36 schools in the Czech Republic were involved in the testing of their ability to solve mathematical problems and their mathematical self-efficacy as well. Participants were divided according to the above criteria as follows: (i) 73 from Montessori primary schools, (ii) 332 pupils educated in mathematics according to the Hejný method, (iii) 510 pupils from an ordinary primary school, and (iv) 218 pupils completing the Dalton teaching plan. In the field of mathematical problem-solving the pupils from the Montessori primary schools clearly outperformed pupils from the Dalton Plan schools (p = 0.027) as well as pupils attending ordinary primary schools (p = 0.009), whereas the difference between the Montessori schools and Hejný classes was not significant (p = 0.764). There is no statistically significant difference in the level of self-efficacy of pupils with respect to the preferred strategies for managing learning activities (p = 0.781). On the other hand, correlation between mathematical problem-solving and self-efficacy was confirmed in all the examined types of schools. However, the correlation coefficient was lower in the case of the pupils from the classes applying the Hejný method in comparison with the pupils attending the Montessori schools (p = 0.073), Dalton Plan schools (p = 0.043), and ordinary primary schools (p = 0.002). Even though the results in mathematical problem-solving are not consistent across the studies, the presented results confirm better performance of pupils in some constructivist settings, particularly in the case of individual constructivism in the Montessori primary schools. The factors influencing lower correlation of self-efficacy and performance in mathematical problem-solving ought to be subject to further investigation.