Developing their socio-emotional competence makes a significant contribution to teachers’ well-being, which is key to effective education. Identifying which teacher characteristics are associated with this competence is essential when designing intervention programmes to foster its development. This study employs a multivariate model to examine whether the variables gender, teaching experience, and self-efficacy have a statistically significant effect on the level of pre-service teachers’ socio-emotional competence. A total of 700 students enrolled in the Early Childhood and Primary Education Degree programmes during the 2023/24 academic year at the International University of La Rioja took part in the study. A gender difference was observed in certain socio-emotional skills, with women scoring higher in some categories. The results indicate that teaching experience is associated with a decrease in most subscales of socio-emotional competence during the first three years of professional practice, after which a progressive increase in these competencies is observed. Among the variables analysed, teachers’ self-efficacy regarding teaching and learning strategies showed the strongest statistical association with socio-emotional competence, with significant and substantial effects on virtually all subscales. These findings have important implications for educational practice. They underscore the need to promote training programmes aimed at strengthening teachers’ self-efficacy as a means to support the socio-emotional development of educators.