This article reports on a qualitative study exploring teaching self-efficacy (defined as a belief in capability to execute teaching-related tasks) in a higher education context. It is based on the views of 12 early career academics (ECAs) employed at Charles Sturt University who were interviewed to learn more about how their teaching self-efficacy was developed and what strengthened, or impeded, this development. The interview data were examined using a thematic analysis and four themes emerged from that analysis. The themes were labelled experience, feedback and self-reflection, support from colleagues, and professional learning and are discussed in detail. The discussion is underpinned by social cognition theory and underscores how self-efficacy interacts with other personal, behaviour, and environmental factors. The article concludes by considering the implications of the results for those designing professional learning activities for ECAs, and suggesting possible avenues for future related research.