This research investigated the dynamic state of three Thai EFL pre-service teachers' self-efficacy through the critical incidents found during the early period of their teaching practicum. The data were collected from the participants' teaching diaries and through follow up semi-structured interviews. Critical incidents were identified from the diaries and they were used to explore the levels of their teacher self-efficacy as well as to discuss the sociological context based on Bandura's social cognitive theory. The findings reveal dynamics of the participants' teacher self-efficacy and the interaction of three influences: (1) behavioural factors; (2) contextual factors; and (3) personal factors. Finally, the interaction of the influences is discussed and the implications for teaching professional development are presented.