Previous studies have suggested that teacher education plays a crucial role in developing pedagogical knowledge and enthusiasm in teaching music. Based on Bandura’s (1977) self-efficacy framework, this study sought to investigate the impact of music teacher education program on self-perceived confidence and competence of 32 in-service early childhood teachers. Adopting a mixed methods approach, the Music Teaching Self-Efficacy Survey (MTSES) was the main source of quantitative data, whereas focus group interviews elicited the qualitative data. The results showed a significant increase in the participants’ self-efficacy after completing a music pedagogy program which had strong emphasis on applied music. Aligning with Bandura’s social cognitive theory, each of the four sources of self-efficacy contributed to changes in self-efficacy perception. Mastery experience was the most significant source, as exemplified by prior relevant experiences, peer teaching, and practice in music classrooms. Vicarious experiences included observations of music specialists and peers. Verbal persuasion included feedback and encouragement from the course instructor and peers. Lastly, physiological and affective states included anxiety in musical performance as well as stress and fatigue. The findings of this study may inspire the policymakers and universities for the future development of music teacher education programs in Hong Kong and beyond.