A diverse sample of doctoral students completed an on-line questionnaire assessing their supervisors' academic, personal and autonomy support and their research self-efficacy. The more task-related help and personal support students received, the more positively they evaluated their supervision. The degree to which supervisors encouraged students to think and act autonomously (autonomy support) was not uniquely associated with students' supervision satisfaction but predicted greater research self-efficacy. A combination of high levels of autonomy and academic support was associated with the highest levels of research self-efficacy, whereas when greater levels of personal support were accompanied by low levels of autonomy support, students reported lower research self-efficacy. These results indicate that effective doctoral supervision involves supporting students to voice and act on their own ideas while simultaneously providing guidance on how to complete research tasks. (Contains 4 tables and 2 figures.)