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Abstract This longitudinal research explored the impact of self-efficacy beliefs on self-reported tendencies to experience shyness in interpersonal encounters among a population of adolescents studied over a two-year period. Self-efficacy measures, taken at the initial measurement period, included indices of perceived self-efficacy for forming and maintaining social relationships, dealing effectively with parents, managing negative emotions, and expressing positive emotions towards others. Levels of self-reported shyness as well as emotional stability were assessed also at time 1, with shyness measured again at the follow-up assessment two years later. Structural equation modeling indicated that two of the four self-efficacy measures uniquely contributed to levels of shyness reported at time 1, and that perceptions of social self-efficacy uniquely contributed to shyness at time 2 even when considering the effects of time 1 shyness levels. Emotional stability did not uniquely contributed to time 2 shyness after considering the relation between shyness at the first and second measurement points. The broad implications of social-cognitive analyses for the study of personality development are discussed.