In several areas of knowledge, self-efficacy is related to the perfomance of individuals, including in Software Engineering. However,it is not clear how self-efficacy can be modified in training conducted by the industry. Furthermore, we still do not understand how self-efficacy can impact an individual's team and career in the industry. This lack of understanding can negatively impact how companies and individuals perceive the importance of self-efficacy in the field. Therefore, We present a research proposal that aims to understand the relationship between self-efficacy and training in Software Engineering. Moreover, we look to understand the role of self-efficacy at Software Development industry. We propose a longitudinal case study with software engineers at Zup Innovation that participating of our bootcamp training. We expect to collect data to support our assumptions that self-efficacy can be related to training in Software Engineering. The other assumption is that self-efficacy at the beginning of training is higher than the middle, and that self-efficacy at the end of training is higher than the middle. We expect that the study proposed in this article will motivate a discussion about self-efficacy and the importance of training employers in the industry of software development.