This study explored factors associated with teachers' self-efficacy beliefs in delivering a Tier 2 Cognitive-Behavioural Therapy (CBT)-based programme. Participants consisted of 103 teachers (mean age = 38.0 years, SD = 9.63) currently teaching in Singapore mainstream schools. Survey data on self-efficacy beliefs for teaching in general, teachers' sources of self-efficacy beliefs, and demographic variables were collected. Participants also rated eight vignettes on how confident they would feel when required to deliver and facilitate sessions. Mastery Experience and self-efficacy beliefs for teaching in general were significant predictors. While quantitative results did not suggest that Vicarious Experience was a significant predictor, participants frequently highlighted qualitatively that opportunities to observe peers, professionals and other teachers with more experience, as well as role-play, would help them feel more confident to deliver such sessions. These results can be used to inform selection of educators for such a programme and in designing the training for these teachers.