The article deals with the problem of using SEM methodology in educational re-search. An important point in preparing specialists for using SEM is to select or obtain the necessary data sets that are representative and valid. During the re-search the Ukrainian teacher’s self-efficacy model with SEM methodology was checked, and the obtained results were compared with the research data of the worldwide teacher’s survey – The Teaching and Learning International Survey. The lower self-efficacy of Ukrainian teachers, especially in the student engagement block, was showed.