Reasoning models often generate very long reasoning traces, making inference computationally expensive. Existing approaches typically improve efficiency either through inference-time early-stopping mechanisms or by explicitly encouraging shorter reasoning during training, for example through reinforcement learning with length penalties. We show that substantial efficiency gains can instead emerge from a different kind of supervision: \textit{confidence}. Using a self-supervised procedure, we fine-tune reasoning models to predict their confidence in the answer at intermediate points along their own reasoning trajectories using only 600 training problems. Confidence is used only as a training target: the loss contains no objective for reasoning length, efficiency, or stopping. At inference, the fine-tuned models use the standard generation procedure, with no confidence elicitation or early-stopping mechanism. Despite this, self-supervised confidence fine-tuning makes reasoning more efficient, reducing generated tokens by up to 25\% at matched accuracy across Gemma, Qwen, Nemotron, and GPT-OSS models on mathematical, scientific, and coding reasoning benchmarks, with efficiency gains comparable to methods that explicitly optimize for shorter reasoning. Analysis of reasoning episodes further shows that confidence supervision largely preserves the base models' high-level reasoning composition rather than selectively suppressing particular behaviors. Our results suggest that efficient reasoning may emerge as a downstream consequence of learning metacognitive signals, without being directly optimized.
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