This study aims to determine the effect of self-efficacy on Islamic organizational culture, the influence of Islamic organizational culture on Islamic work behavior and the effect of self-efficacy on innovative work behavior of employees at BMT Bina Ihsanul Fikri Yogyakarta. The type of research used in this study is quantitative method. The sample in this study amounted to 72 employees. The sampling technique used in the sample is a saturated sampling technique that is by making all populations as the research sample. In this study, data was collected by conducting interviews and distributing questionnaires to BMT Bina Ihsanul Fikri Yogyakarta employees. The test used is a measurement of research variables, testing structural models using Partial Least Square (PLS) 3.0. The results showed that self-efficacy had a positive effect on Islamic organizational culture, Islamic organizational culture had a positive effect on innovative work behavior, and self-efficacy had a positive effect on innovative work behavior.