This study further extends a theoretical model of psychological empowerment by investigating the relationships between self-efficacy, self-confidence and self-esteem. A sample of 383 of Malaysian undergraduates participating in Work Integrated Learning (WIL) programmes across five public universities is used to test the model employing partial-least squares based structural equation modelling. The results have demonstrated that self-efficacy and self-esteem have a positive and significant relationship with self-confidence. This study also confirms the moderating effect of self-esteem on the relationship between self-efficacy and self-confidence. Furthermore, the findings of this study provide insight about psychological attributes of undergraduates participated in WIL programmes. These findings have implications for WIL stakeholders, which are highlighted in the paper.