Besides investigating the relationship among organizational climate, self-efficacy and employee creativity, this study further validates the mediating role of self-efficacy on the relationship between organizational climate and employee creativity. This study takes the insurance industry as the research object, by collecting information through purposive sampling. Total 490 questionnaires are issued and 376 valid questionnaires are kept, the valid questionnaires recovery rate of 76.7%. By controlling the personal characteristics, the relationship between organizational climate and employee creativity is not significant, but added mediation variable - self-efficacy, the direct effect is negatively significant and indirect effect is positively significant. Therefore, self-efficacy has a mediating effect, but due to the contrast symbols between direct effect and indirect effect reveals that it is a competitive mediation, and there could be some omitted mediators ignored. This study also offers management practices and recommendations.