The current study explored relations between principal self-efficacy for instructional leadership, emotional exhaustion, engagement, and motivation to quit the work as a principal. Participants in the study were 340 principals in elementary school and high school in five randomly selected counties in Norway. The theoretical frameworks for the study were self-efficacy theory and theoretical perspectives on instructional leadership. A new 15-item "Norwegian self-efficacy for instructional leadership scale" consisting of five subscales was developed and tested by means of confirmatory factor analyses. Both a model defining five correlated primary factors (Model 1) and a model defining a single second order factor (Model 2) had good fit to the data. SEM analysis revealed that self-efficacy for instructional leadership was negatively related to emotional exhaustion and positively related to engagement, indicating good criterion validity of the scale. Self-efficacy was also negatively related to motivation to quit. This relation was indirect and mediated through both emotional exhaustion and engagement. The dimension of self-efficacy for instructional leadership that was most strongly associated with emotional exhaustion and engagement was self-efficacy for motivating teachers. The dimension that was most weakly related to these variables was self-efficacy for creating a positive and safe learning environment for the students.