Leader developmental efficacy, or one’s belief in his/her ability to develop leadership knowledge or skills, is theorized to predict engagement and success in leader development. Conducting the first empirical studies on this construct using cross-sectional and quasi-longitudinal surveys across three samples consisting of 73, 94, and 49 leaders, respectively, we find that leader developmental efficacy predicts intentions to self-develop leadership above and beyond past leader development. Intentions to develop as a leader, in turn, predicts actual implementation of leader development behaviors 1 month later. Examining reverse directionality, we observe that the quantity, and potentially the quality, of past leader development behaviors are positively related to current leader developmental efficacy. Finally, leader developmental efficacy is associated with an increase in leader efficacy through a leader development program. Implications for assessing and developing leader developmental efficacy prior to formal programs are discussed.