Measures of research self-efficacy have the potential to facilitate graduate training and mentoring, but the hypothesized factor structures of these measures have not been confirmed empirically. Moreover, the underlying dimensions of research self-efficacy across multiple measures are unknown. Graduate students in psychology programs ( N = 1,004) completed three research self-efficacy instruments via a Web-based survey. Confirmatory factor analyses did not support the hypothesized factor structures. An exploratory factor analysis suggested that four dimensions of research self-efficacy (data analysis, research integration, data collection, and technical writing) underlie responses to items from the three instruments. The authors present possible reasons for the differences in factor structures across instruments and suggest how the assessment of research self-efficacy may facilitate the training and career mentoring of graduate students.