Self-efficacy in school leaders is critical: Without a strong sense of purpose and focus, school leaders will fail at performing the difficult task that it takes to ensure student success and school performance. Competence without confidence may lead to school leaders who are hesitant, full of self-doubt, and inconsistent with their decisions. For school leaders, self-efficacy is critical to the success of the 21st Century school leader and the potential for effective facilitation of the development of such by online educational leadership programs. This study and review will explore the early steps associated with knowledge, skill and efficacy development in the leader, the perceptions of such by current educational leadership candidates, and the potential implications and next steps for further research and discussion.