This qualitative study explores the sources of the self-efficacy development of five Chinese doctoral students' use of English as a second language in a southeastern university in the United Sates. Although individual differences were reported, common themes were also recognized. Consistent with the self-efficacy theory and previous studies in this field, the major factors that influenced the participants' self-efficacy beliefs to use English are (1) past performance, (2) peers' and advisors' influence, (3) social persuasions, (4) emotional and physiological states, (5) self-awareness of English proficiency, (6) familiarity with and the difficulty level of the tasks, and (7) interest. The uniqueness of this study is that western individualism and Chinese collectivism were considered in the discussion of self-efficacy development. In order to improve Chinese students' self-efficacy beliefs in learning English as well as to enhance their academic attainments and professional performance, it is necessary to explicitly understand which factors and components play significant roles in the development of their self-efficacy beliefs.