This study aimed to test a theoretical model of self-efficacy applied to the context of professional choice, verifying the sources of self-efficacy as predictors of self-efficacy beliefs and self-efficacy beliefs as antecedents of vocational exploratory behavior. A total of 388 high school students from public and private schools in the state of São Paulo, Brazil, participated. The professional choice self-efficacy sources scale (EFAEP), the professional choice self-efficacy scale (EAE-EP) and the vocational exploration scale (EEV)--high school version--were applied. The self-efficacy beliefs were predicted by sources of self-efficacy. Other results are discussed based on the literature.