Return-to-work self-efficacy (RTW-SE) is shown to be an important variable for return–to-work after a work-related injury. Previous measures of RTW-SE have been developed exclusively for physical or psychological injuries; however, both injury types occur at work and self-efficacy is likely relevant to return-to-work (RTW) for both types of injuries. The objective of this study was to establish the factor structure and construct validity of a modified RTW-SE measure in a sample of injured workers with musculoskeletal or psychological work-related injuries. Workers’ who suffered a psychological (N = 80) or upper-body musculoskeletal (UB-MSK) (N = 88) injury, and who had not yet returned to work, were presented with 13 items derived from two validated RTW-SE scales. Exploratory Factor Analysis was used to determine the factor structure of RTW-SE. Differences in levels of RTW-SE were then examined across injury type, work absence, and the ability to cope with injury. Three dimensions of RTW-SE were extracted; work completion beliefs (3 items), affective work beliefs (5 items) and work social support beliefs (3 items). The model fit was acceptable and moderate correlations were found between dimensions. The workers’ current ability to cope with the injury was moderately correlated with all RTW-SE dimensions but was lowest with the social dimension. Psychological injuries were associated with lower levels RTW-SE except on the work completion beliefs. Increasing work absence was associated with lower levels of RTW-SE except on affective work beliefs, which plateaued from 51 to 150 days of absence. The structure of RTW-SE was established in a mixed-injury work-related population. The structure was comparable to previous scales; however, the affective work beliefs dimension is unique to the current scale. Other results were in the expected directions.