Fundamentally, all employees can recognise the objectives they want to achieve and plan changes they want to implement in an organisation to attain better job performance. However, most employees also understand that commissioning these plans into reality is not easy. Psychologists have identified that workers' self-efficacy plays a significant role in tackling tasks and challenges in organisations. This research illuminates current situations regarding the significance of self-efficacy on employees' job performance in the online retail sector in Malaysia. A total of 511 employees attached to the online retail sector provided the data for this research. Additionally, in-depth literature was assessed, revealing the relationship between self-efficacy, innovative behaviour, and job performance. Moreover, the intervening effect of innovative behaviour on the relationship between self-efficacy and employees' job performance was also investigated to verify the research hypothesis. The findings of this research established a statistically significant relationship between self-efficacy and innovative behaviour as well as employees' job performance. Conclusively, the hypothesis is supported by data and illustrated that innovative behaviour statistically mediates the relationship between self-efficacy and employees' job performance in the online retail sector in Malaysia. This study also validates that employees who have high self-efficacy are willing to embrace innovative behaviour, which then leads to enhanced job performance. In conclusion, self-efficacy with the intervention of innovative behaviour can heighten the employees' job performance in the online retail sector in Malaysia.
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