Innovation is critical to our economic and social prosperity. We rely on industry, university, and government employees to develop, modify, and implement innovative ideas while navigating ambiguous problem contexts, overcoming setbacks, and persisting in competition with courses of action. Research has shown that self-efficacy, or an individual's belief in their ability, influences the pursuit of and persistence in challenging work. This suggests that self-efficacy is critical for innovation. Despite resource-intensive efforts to foster innovation in organizations, we inadequately understand how to measure the impact of these interventions on individuals' judgment of their own innovation ability. We present the initial development and validation of the first survey measure for Innovation Self-efficacy (ISE), or the belief in one's ability to innovate.