A self-efficacy instrument should be condition-specific. There are several instruments for measuring self-efficacy, but none are air pollution-specific. This study aimed to develop a self-efficacy measure for assessing pregnant women’s responses to air pollution hazards. A random sample of pregnant women aged between 18 and 35 years attending three prenatal care centers were entered into the study. Prenatal care centers randomly selected from a list of centers located in different geographical regions of Tehran, Iran. After careful consideration and performing content and face validity, a 4-item measure was developed and participants completed the questionnaire. Reliability was estimated using internal consistency and validity was assessed by performing confirmatory factor analysis (CFA) and known group comparison. In all 200 eligible pregnant women were studied. The mean age of participants was 26.9 (SD = 4.8) years and it was 27.9 (SD = 9.1) weeks for gestational age. The findings showed almost perfect results for both content validity ratio (CVR = 1) and content validity index (CVI = 1). The confirmatory factor analysis indicated a good fit to the data, and known group comparison revealed satisfying results. Internal consistency as measured by the Cronbach’s alpha coefficient was found to be 0.74. In general, the findings suggest that this new generated scale is a reliable and valid specific measure of self-efficacy in response to air pollution hazards for pregnant women. However, further studies are needed to establish stronger psychometric properties for the questionnaire.