Background Headache-management self-efficacy has been associated with pain severity and headache-related disability. Objective The aim of this study was to test the cross-cultural adaptation and psychometric properties of a Brazilian version of the Headache Management Self-Efficacy Scale (HMSE) in a sample of patients coming from three tertiary headache centers in Brazil. Methods 137 migraine outpatients completed the Headache Management Self-Efficacy Scale (HMSE) and measures of psychopathological symptoms, pain catastrophizing, depression, anxiety, quality of life and headache-related disability. Results HMSE-10 showed good reliability (α = 0.84) and adequate corrected item-total correlation, ranging from 0.46 to 0.64. HMSE-10 was positively correlated with 6 of 8 domains of overall health status and negatively correlated with psychopathological symptoms, depression, anxiety, pain catastrophizing, headache-related disability, headache frequency and headache intensity. The difference between the means of the episodic and chronic headache patients had a magnitude of moderate effect in all the study measures, being headache-related disability the largest one found (d = 0.68). Along with headache intensity and depression, Efficacy Scale beliefs were predictors of headache-related disability. Conclusions The Brazilian short version of Headache Management Self-Efficacy Scale (HMSE-10) was revealed as a valid and reliable measure of headache-specific Efficacy Scale beliefs.