The aim of this study is to determine the thinking styles used by students studying in music education departments and their self-efficacy levels for piano lessons and to reveal the relationship between them. 310 volunteer students from four universities participated in the study. The data was collected via Personal Information Form, developed by the researcher; the "Thinking Styles Scale", developed by Sternberg and Wagner (1992) to determine the thinking styles, and whose Turkish validity and reliability study carried out by BuluĢ (2006); and Likert-type scale “Self-Efficacy Scale for Piano Lesson”, developed by Kurtuldu and Bulut (2016). In analyzing the data; Kolmogorov-Smirnov Test (KS), Shapiro-Wilk Test (SW), Mann-Whitney U Test, Kruskal-Wallis H Test, Spearman- Brown Correlation Coefficient analyzes were performed. As a result of the findings obtained from the research, no statistically significant relationship was found between the thinking styles of the students participating in the study and their demographic characteristics, and a positive significant relationship was found between self-efficacy and piano course academic scores. It was concluded that the participants prefer the Type 1 learning styles at most, that there is a positive and significant relationship between the Liberal, Legislative and Executive thinking styles and their self-efficacy scores for the piano lesson, and that there is a negative significant relationship at medium and low level between Anarchic, Oligarchic, Hierarchical, Monarchic and External thinking styles and their self-efficacy scores for the piano lesson.