The present study aims to investigate the relationship among EFL college learners' language learning strategies, English self-efficacy, and explicit strategy instruction from the perspectives of Social Cognitive Theory. Three constructs, namely language learning strategies, English learning self-efficacy, and explicit strategy instruction, were investigated through a correlational and quasi-experiment study. Besides the descriptive analysis of the learners' background information, a series of ANCOVA and Pearson Correlation coefficients were conducted to demonstrate findings from the quantitative data. Given the results, the study reveals two significant findings. First, there is a more positive correlation between language learning strategies and English self-efficacy after the strategy instruction. Second, after the strategy instruction, the learners applied more language learning strategies, especially memory strategies. Therefore, the findings of the study could possibly shed light on EFL learning and could be of help to those who are interested in strategy building and self-efficacy enhancement.