The study looked at the relationship between gifted students' sense of self-efficacy to their decisions to undertake independent investigations. It also examined whether efficacy beliefs, gifted behavior, or both could be increased by participation in a mini-course on research methodology. The literature on self-efficacy theory is reviewed showing that self-efficacy has been shown to be an effective predictor of engagement in subsequent behavior in a variety of areas. Subjects (N=294) were in grades 4 through 8 and participating in a Triad/Revolving Door Identification Model of gifted education. Students participated in a four lesson mini-course. Students' sense of efficacy was measured by a researcher-developed "Efficacy Scale for Overall Creative Productivity." Results generally supported the self-efficacy causal model. The greatest influence on post-treatment self-efficacy was initial self-efficacy. Participation in the mini-course had a significant but negative effect on self-efficacy. Self-efficacy was linked with initiation of independent investigations. (DB)