Purpose: The main aim of the study was to investigate the relationship between research self-efficacy and the perception of the research training environment, interest in research, research mentoring experience, and research knowledge within a sample of Ph.D. students (N=120) at a local university in Malaysia. Method: Correlation and regression analysis were employed to investigate the impact of research mentoring, research training environment, interest in research and research knowledge on research self-efficacy. Self-reported questionnaires and a research knowledge test were distributed to the Ph.D. students in the university to collect the data. Findings: An apparent correlation was found between research self-efficacy, research training environment, interest in research and research mentoring while research self-efficacy was not correlated with research knowledge. Research training environment and interest in research contributed to 26 percent of the variance of change in research self-efficacy. Implications for research and practice: Conducive environment in the institution fosters higher levels of research self-efficacy and encourage Ph.D. students' research skills and development. Furthermore, the incorporation of research methodology as a compulsory course in the Ph.D. study serves to improve students' research interest and knowledge. The self-efficacy theory helps to assist decision making in identifying future researchers in the institution.