The relationship between self-efficacy and job performance has long been established. But, there is limited research on self-efficacy and different dimensions of job performance and the extent of the association has not been investigated comprehensively in the context of the Sri Lankan banking sector. Therefore, the purpose of this study was to investigate the impact of self-efficacy on task performance and contextual performance of the employees in the banking sector in Sri Lanka. The data were randomly collected from a sample of 176 managers and 357 non-managerial employees in the banking sector in Sri Lanka. A questionnaire was administered to the employees to measure their self-efficacy, task performance, and contextual performance. The collected data were analyzed using correlation coefficient and regression analysis. The results of the study indicated that self-efficacy had significantly and positively correlated with task performance and contextual performance. According to the findings, the employees’ trust on their capabilities to organize and execute courses of action required to accomplish the task has significantly and positively correlated with the behaviors that are directly related with the completion of the job and with the extra role supporting behaviors which are not directly related to the job.
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