This paper examines how a group member's individual‐targeted citizenship behavior (OCBI) and organization‐targeted citizenship behavior (OCBO) interact with a salient group‐level contextual variable, group cohesiveness, to foster positive change for that group member, starting with job self‐efficacy change, and followed by objective task performance change. Over a span of 6 months, we engaged in multilevel, multisource, multistage data collection and surveyed 587 members in 83 work groups. Our results indicate that a group member's OCBI, in comparison with OCBO, is more positively related to his or her job self‐efficacy change. Group cohesiveness was found to attenuate the relationship between a group member's OCBI and job self‐efficacy change, and conversely, to accentuate the relationship between a group member's OCBO and job self‐efficacy change. Furthermore, a group member's job self‐efficacy change mediated the interactive effects of the group member's OCBI and group cohesiveness (as well as the group member's OCBO and group cohesiveness) on his or her objective task performance change.