Students pursuing doctoral degrees are expected to become leaders in their disciplines. Given that, leadership development should be an important part of any curriculum that prepares doctoral students for professional careers after graduation. However, there are questions regarding the effectiveness and prevalence of formal leadership development structures in graduate school. With this gap in formal professional preparation, faculty mentors are expected to provide the necessary socialization, support, and guidance for doctoral students to develop as leaders in their disciplines. This mixed-methods study of graduate students was conducted using online questionnaires and personal interviews to determine the impact of faculty mentoring behaviors on the development of doctoral student leadership self-efficacy. Findings suggest that students in doctoral programs experience significant negative emotional arousal in the form of uncertainty, anxiety, and self-doubt. Faculty mentors that are accessible, trustworthy, and provide constructive feedback can mitigate these negative feelings and encourage the development of leadership self-efficacy through verbal support and mastery experiences. In addition, the data suggests that active student cohorts and effective departmental leadership are also important to the development of doctoral student leadership self-efficacy.