Fostering accurate musical self-perceptions may be particularly challenging when developing singing technique, where self-assessment is complicated by the close physiological and emotional relationship between the performer and the body-instrument. The aim of the present study was to investigate how vocal students’ beliefs in their performance capabilities were influenced by the four sources of self-efficacy and other personal/contextual factors. Nine vocalists at a private university in the western United States completed the Vocal Performance Self-Efficacy Survey, participated in two follow-up interviews, and provided written reflections about experiences that fostered or hindered their performance belief. Participants reported that they moved from a reliance on external assessments of capability to self-appraisal as they (a) refined technique through practice and performance, (b) observed coping and master models, (c) managed feedback from others, (d) attuned to physiological and emotional sensations, and (e) exercised cognitive self-regulation. Eight of nine interview participants reported that physiological and affective states most affected their performance belief. Findings indicate the importance of nurturing vocal students’ performance beliefs by utilizing the four sources of self-efficacy, fostering qualities of persistence and resilience, teaching agentic causation, fostering productive student/teacher relationships, and creating emotionally safe learning and performance environments.