Self-efficacy is a key factor in performance success, yet little is known about how music educators nurture students' self-belief within studio and class music lessons. This study explored teachers' perceptions of pedagogical priorities in the development of self-efficacy. The goal was to understand how teachers intuitively nurture students' performance self-efficacy and determine the optimal means by which positive self-perceptions and subsequent musical achievement could be most effectively fostered within music environments. Australian music educators (n = 304) responded to a questionnaire asking them to share their strategies for helping students cope with common performance scenarios (exam, first concert, negative experience, and sub-par performance) and key performance issues such as music performance anxiety and confidence. Qualitative analyses coded to the four self-efficacy sources revealed that teachers preferred to focus on mastery experiences and employ verbal persuasion. The development of vicarious experience or the psychological performance skills that would benefit physiological and affective states were given substantially lower priority. There were also some significant between-group findings in the way that studio and school classroom teachers employed verbal persuasion which may be a reflection of the different teaching environments. Efforts to enhance performance self-efficacy could focus on the less-utilized sources. Further recommendations and implications for music pedagogy are outlined.