Cardiac rehabilitation is cost-effective and should be considered a part of the care system provided to patients who have suffered a myocardial infarction or another heart disease. The main variable to study was the scoring, prior to and after the intervention in the General Scale of Self-Efficacy by Baessler & Schwarzer. A clinical community trial that was open controlled and randomised was used. All adult subjects of both sexes who had completed a cardiac rehabilitation program for 12 months at the reference hospital were selected and offered to participate. The psychometric variables registered were the Salamanca screening questionnaire, the Hamilton Anxiety Rating Scale, and the Beck Depression Inventory. Eighty-nine subjects accepted to participate in the study (93.89% response rate), with an average age of 63.01 years (SD 8.75). Once the study was concluded, the main outcome was a difference in means of 6.09 points in the General Scale of Self-Efficacy (p < 0.0053, 96% confidence interval—4.1950–10.29), showing that the group exposed to the intervention reached a higher score in the above-mentioned scale. However, there were no significant differences (t-student 0.1211; p = 0.943) after the estimation and contrast of population means for score differences between the groups regarding the Hamilton scale. Similarly, there were no significant differences between the groups regarding the means obtained in the variable score difference in the Beck Depression Inventory (t-student −0.1281; p = 0.8987). The results showed an increase in those scores related to general self-efficacy among the population that completed the intervention program, as compared to the control group.