Self-efficacy has become a significant topic of investigation in both the psychological and organizational literatures. While psychology scholars typically insist efficacy beliefs should be treated as being domain specific, management scholars regularly treat efficacy beliefs as being generalized. The current study examines the relationships between generalized self-efficacy, domain-specific (i.e., work) self-efficacy, and two work-related outcome variables: leader–member exchange and learning. It was hypothesized that work self-efficacy beliefs would fully mediate the relationships that may exist between generalized self-efficacy beliefs and the work-related outcomes under investigation. Data was obtained from state government employees (n = 133) located in the Southeastern United States, and structural equation modeling supported this hypothesis. Practical and research implications are discussed.