Research that has sought to identify the underlying determinants of self-efficacy is sparse. This chapter seeks to identify antecedents of entrepreneurial self-efficacy and the processes that produce and reinforce self-efficacy. It seeks to broaden our understanding of the self-efficacy concept through an exploration of its origins and via a journey to its impact in the field of entrepreneurship. Finally, it suggests pedagogical initiatives needed to promote entrepreneurial self-efficacy in the different social arenas of life.