The aim of the present study is to explore the impact of the cognitive reading strategy instruction on learners' reading self-efficacy and their reading achievement. In order to fulfill this purpose, from 120 participants, 90 intermediate EFL learners as an experimental group were chosen from three different educational settings namely, Yazd University, Yazd Science and Art University and Farzanegan Pre-University School and a control group of 30 learners also participated in this study. Another attempt was also made to study the effect of different educational settings on the raising awareness of EFL learners' reading strategies, their sense of self-efficacy and their reading achievement. To do so, some treatments on strategy awareness were defined and intervened. Data were collected by two piloted measuring instruments. The first one was a 20-item questionnaire which measured learners' reading self-efficacy and the other one was a reading proficiency test which measured the effectiveness of employing reading strategies on their reading performances. The results illustrated that the learners in the experimental groups showed statistically significant gains on reading achievement and sense of self-efficacy as compared with the control group. In addition, the results indicated that among the three educational settings, Yazd University and Farzanegan Pre-University had a significant effect on the reading comprehension and reading self-efficacy of the learners. The implications of the study for reading instructions among EFL learners across different educational contexts have been discussed.