The study aimed to investigate the effectiveness of a training program based on the Lesson Study Approach in developing the teaching self-efficacy of mathematics teachers in the Sultanate of Oman and their perceptions towards it. It also aimed to investigate developing their students' creative thinking. A quasi-experimental research design was used. The study consisted of two sets, the first set consisted of one piloting group of (22) mathematics teachers, from two schools in South Batinah Governorate of Sultanate Oman. While the second set consisted of (107) grade 6 students. It was divided into (53) students representing the piloting group taught by the lesson study approach, and (54) students representing the control group who taught the usual way. To answer the study questions, four tools were designed by the researcher: The teachers' self-efficacy scale, the interview about Teachers' Perceptions of the Lesson Study approach, and the creative thinking test for students. The tools were verified by several judges in the field, and the validity and reliabilities of these tools were calculated . After implementing the tools, the results showed a statistically significant difference between the means scores of mathematics teachers in pre and first post applications of the teachers' self-efficacy scale, in favor of first post-application, and there was a statistically significant difference between the means scores of mathematics teachers in the first post and second post applications of the teachers' self-efficacy scale, in favor second post application. The result, also, showed there was a modification of teachers' perceptions between pre and post interviews about Professional Programs that teachers believe are most effective for improving their teaching practices; they prefer to implement lesson study as one of the most important effective professional practices in improving their teaching of mathematics. Also, the results showed there was no statistical difference between the means scores of piloting and control groups of students in post-application of the creative thinking test for students . In the light of the above results, several recommendations were proposed, such as providing support and teaching materials to enable teachers to implement the lesson study approach in schools. In addition, the researcher suggested further investigating the effectiveness of the Lesson Study Approach at different variables related to teachers, and to what extent reflects on their students' learning of other topics in mathematics.