Here we report on a new initiative which supported first-year psychology undergraduates in developing their information literacy skills. These skills were taught in a small-group tutorial setting with tutor guidance and peer-supported activities. We measured student's Autonomous Learning and Academic Self-Efficacy before and after the teaching activities, and found a significant increase over time. Focus group responses appeared to attribute these changes directly to the learning activities. Results support the conclusion that students readily develop autonomous learning skills and increased self-efficacy that are transferable to other assignments if skills development are embedded with subject learning activities.