Purpose: Supervision has been the subject of considerable research in Turkey in recent years. However, the role of supervisory styles and evaluation within supervision on first-time supervisees' counseling self-efficacy (CSE) has not been examined yet in Turkey, which has remained under-researched. Therefore, the present study sought to investigate the role of supervisory styles and evaluation within supervision on first-time supervisees' CSE levels. Method: In this study, participants consisted of 330 first-time supervisees enrolled in Counseling and Guidance Undergraduate Programs at seven public universities in Turkey. Counselor Activity Self-Efficacy Scales, Supervisory Styles Inventory, Evaluation Process within Supervision Inventory and a demographic information form were used to collect data. Findings: The results of the stepwise multiple regression analysis demonstrated that goal setting significantly predicted CSE levels of first-time supervisees and alone accounted for approximately 12% of the total variance while attractive supervisory style, interpersonally sensitive supervisory style, task-oriented supervisory style and feedback did not. Implications for Research and Practice: It is suggested that supervisors should adopt various supervisory styles instead of adopting one dominant supervisory style to strengthen CSE in accordance with supervisees' supervisory needs and expectations. Concerning evaluation within supervision, supervisors should pay much more attention to establish mutual supervisory goals with first-time supervisees in the beginning phases of supervision. Regarding feedback, there is a considerable need for understanding supervisees' feedback expectations from supervisors. Therefore, it is believed that this study will lead researchers to further research involving different variables and using various research methods.