The purpose of this paper is to explain and establish a link between social-psychological and biological explanations of self-efficacy theory. Specifically, the paper uses a hypothetical rock climbing program to illustrate how a practitioner could enhance the four sources of self-efficacious beliefs (enactive attainment, vicarious experience, verbal persuasion, and physiological state), in a way that would increase the likelihood of releasing four risk/reward brain chemicals (dopamine, serotonin, oxytocin, and endorphin) while decreasing the likelihood of releasing the stress hormone cortisol. By understanding and applying self-efficacy theory at the social-psychological and biological levels--a process called vertical integration--practitioners could improve program implementation and evaluation, thereby enhancing the overall outcomes of their programs. Furthermore, adoption of a vertically integrated self-efficacy theory could help bridge the research--practice gap.