Teacher self-efficacy (TSE) is the term used for teachers’ beliefs about their capacity to positively influence students’ learning and social environment. How TSE influences incidences of teacher burnout and student academic achievement has been the focus of previous research. Studies investigating the associations between TSE and socio-demographic characteristics are sparse, and little is known about the possible effects of school-based interventions on TSE. In order to address these areas of research, the aims of this study were twofold. First, the study examined associations between TSE and a) teachers’ socio-demographic characteristics, and b) student’s school-related well-being. Secondly, we investigated the effect of a school-based angermanagement intervention, the Mini-Diamond, on TSE. Students from grades 0 to 2 and their teachers, from all schools in two Danish municipalities, participated in the study. Teachers completed two questionnaires, including the Danish version of the Teacher Self-Efficacy Scale and a questionnaire on socio-demographic characteristics. All students filled out a school well-being questionnaire. The questionnaires were completed prior to and after the intervention. Positive associations were found between TSE and teachers’ age, showing that the older the teacher, the higher the TSE. Furthermore, positive associations between TSE and years of experience, as well as TSE and students’ school connectedness, were found. No effects were found of the school intervention on TSE.