This study examined the effects of the conductor’s goal orientation (mastery vs. performance) and use of shared performance cues (basic vs. interpretive vs. expressive) on instrumentalists’ self-efficacy, collective efficacy, attributions, and performance. Eighty-one college instrumentalists from two musical ensembles participated in the study. It was hypothesized that instrumentalists who undergo a mastery goal-oriented rehearsal and experience a conductor’s use of expressive shared performance cues would report higher levels in all measures than those who undergo a performance goal-oriented rehearsal and are exposed to interpretive performance cues, which in turn surpass those who experience basic performance cues. Results indicated that participants in the mastery goal orientation condition reported higher levels of collective and self-efficacy beliefs and attributed the success or failure of the ensemble most frequently to the conductor’s use of rehearsal strategies (i.e., baton technique, verbal directions regarding the music). In addition, the conductor’s use of expressive shared performance cues had a significant impact on instrumentalists’ collective efficacy, self-efficacy, performance, and attributions. Findings of this study may provide some guidance on how conductors can create effective rehearsal environments.