Supplemental Instruction (SI) is a well-known non-remedial academic support program for high-risk courses, not students. The program offers regular SI study sessions open to all students, and attendance is voluntary. SI has been shown to decrease the number of failure and withdrawals and to increase students' grades by one half to a full letter grade. A recent study has shown that SI bridges the gap in achievement between students who enrolled in college with low prior achievement and students with high prior achievement. Another study has shown that students of different academic abilities can all benefit from SI. It is well established in the education literature that perceived self-efficacy is an accurate predictor of academic performance and retention in college. Many of these studies have defined perceived self-efficacy as the belief in one's ability to excel in a task or achieve a goal. While many studies tackle the effectiveness of SI and its benefits to SI attendees and SI leaders, no prior study has examined the role of SI in fostering self-efficacy. The purpose of the study is to examine the relationship between perceived self-efficacy, attendance to SI sessions and academic performance. The hypothesis of this study is that attendance to SI sessions will increase students' self-efficacy. The SI participants in the high attendance group had marginally significant changes in self-efficacy while the SI participants in the low attendance group and the non-SI participants did not have significant changes in self-efficacy. The results from this study showed promising outlook that SI might be fostering self-efficacy and enhancing students' academic achievement. Additional studies are required to provide deeper insights into the role of supplemental instruction in fostering self-efficacy.