Police officers in many countries face a myriad of social, psychological, and occupational challenges in their line of duty which has a significant effect on their mental health; Kenya is no exception. The Administration Police Service established a guidance and counselling programme to address the said challenges. This study, sought to assess the effectiveness of the Guidance and Counselling programme on Administration Police (AP) officers’ self-efficacy. The study was guided by the Self-efficacy theory by Albert Bandura and the Well-being theory by Martin Seligman. The study adopted the ex-post-facto research design. Stratified random sampling technique was used to select 367 participants from a total population of 7,404 AP officers while 20 key informants were purposively sampled. The study utilized both qualitative and quantitative methods in data collection. The study revealed that though the APS offers peer counselling services to its officers, these services were not effective in training self-efficacy among AP officers. Additionally, it was established that the individual counselling services offered to AP officers were not effective in enhancing the officers’ self-efficacy in the delivery of service. The study recommends the introduction of incentives for officers to encourage them to seek professional guidance and counselling training; decentralization of the APS guidance and counselling services up to the County level; employment of professional counsellors to cater for the counselling needs of the APS; the continuous awareness training of the officers on the existence of the Guidance and Counselling programme within the APS; and, provision of environments where officer counsellors can share experiences, exchange ideas and have professional and intellectual discourses.