This study examined the the relationship between the transformational leadership behaviors of the faculty members and the students' self-efficacy beliefs in learning based on the opinions of higher education students. The research was carried out with 915 students studying at Yozgat Bozok University and analyzed by quantitative methods. The "Transformational Teaching Scale" (TTS) developed by Tahir (2018) has been adapted to Turkish in order to determine the transformational teaching levels of the instructors. Self-efficacy for Learning Scale (SELS) developed by Klobas, Renzi and Nigrelli (2007) has been adapted to Turkish in order to determine the higher education students' self-efficacy in learning. In the analysis of the data, descriptive statistics and the structural equation model were used. As a result of the research, sub-dimensions of transformational teaching, "considerate intellectual stimulation" and "charisma," were found to have positive relationships with dimensions of self-efficacy for learning, "finding and info processing." It has been determined that the transformational teaching is a significant predictor of learning self-efficacy of students.