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A group of 145 clinical and counseling psychology doctoral students interning at APA-accredited university counseling center sites completed the Supervision Self-efficacy Questionnaire (SSQ) to determine differences in supervisor self-efficacy among different supervision training groups (e.g. no doctoral supervision course, a didactic supervision course, or a didactic-practicum supervision course) during their doctoral training. The SSQ was developed for this study; it was adapted from The Supervisory Focus and Style Questionnaire (SFSQ) (Yager, Wilson, Brewer & Kinnetz, 1989), which is based on Bernard's (1997) discrimination model of supervision. A one-way, between-subjects ANOVA found no significant differences in overall supervisor self-efficacy among the groups; Another ANOVA revealed that interns who completed a didactic-practicum supervision course reported significantly higher levels of self-efficacy in addressing conceptualization issues with their supervisees when compared to interns who did not complete a supervision course. Supplemental analyses revealed that interns from counseling psychology doctoral programs reported significantly higher levels of supervisor self-efficacy compared to interns from clinical psychology programs. Among those interns without previous supervision experience, interns with a didactic-practicum supervision course reported greater supervisor self-efficacy compared to interns with no supervision training in their doctoral program. Results are tentative due to limited knowledge of the reliability and validity of the SSQ and homogeneity of variance problems within this sample. Recommendations for future research on supervisor self-efficacy as it relates to counselor self-efficacy, supervision performance, and supervision experience.