Developing students' metacognitive awareness and self‐efficacy is crucial for fostering independent learning and higher‐order thinking skills, especially in research‐related tasks. Despite the widespread recognition of the importance of cultivating higher‐order thinking skills in higher education, there remains a significant gap in our understanding of effective instructional methods for fostering these skills among students. To address this gap, this study examines the impact of instructional practices on undergraduate students' metacognitive awareness and self‐efficacy in research question formulation—a fundamental skill in academic inquiry. Using a pretest/posttest design, 291 students from two colleges participated in courses where active and passive instructional methods served as the intervention. Our analysis reveals that active instructional methods were associated with marked improvements in self‐efficacy. The study provides empirical evidence of the effectiveness of active, student‐centred pedagogies in enhancing cognitive and self‐regulatory capacities. These findings offer educators practical guidance for designing instructional interventions that cultivate critical thinking and research skills, ultimately advancing student learning and success.