Purpose - The purpose of this paper is to advance a person-centered perspective of self-efficacy formation. Examining people's ways of thinking about self-efficacy at work broadens one's perspective beyond training and feedback as principal means for developing self-efficacy. Design/methodology/approach - This qualitative paper analyses 145 interviews with 74 participants from six settings (management consulting, brand design, MBA job search, restaurant service, telemarketing, and financial trading). Findings - The paper finds that the coding suggested ten specific ways of thinking about self-efficacy. These were grouped according to two modes of thinking - attending and reflecting and two focuses - one directed at doing one's task and the other directed at one's environment. In combination, they represent four types of thinking: attending to one's doing, attending to one's environment, reflecting upon one's doing, and taking a stance towards one's environment. Research limitations/implications - The paper shows that further research needs to strengthen the validity of the identified ways of thinking about self-efficacy and examine their determinants and outcomes. Practical implications - The paper proposes two implications for HR development practice. First, people's self-management capacity may be improved by coaching and training that raise mindfulness of one's ways of constructing self-efficacy. Second, the effectiveness of performance appraisal and 360 degrees feedback may be improved by managers, HR practitioners and people themselves giving more attention to co-constructing relevant ways of thinking about self-efficacy. Originality/value - Adopting a person-centered perspective, this paper proposes to view self-efficacy formation as a constructivist process - that is proactive, self-organizing and coherence-building.