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Self-efficacy has been associated with superior performance in a variety of endurance sports. Despite this positive relationship, there is a lack of understanding regarding how these beliefs may be formed, altered, and measured. This lack of understanding prevents the development and delivery of effective interventions to help enhance self-efficacy. As a result of this, the focus of the current thesis was to gain an increased understanding of the formation, measurement, and malleability of self-efficacy within the endurance sport domain. There were three main research aims. First, this thesis aimed to gain an understanding of the sources of self-efficacy beliefs in endurance sport. Semi-structured interviews were conducted with endurance athletes to gain an insight into the formation of their beliefs. The importance of cumulative experiences and the congruence between expected and experienced physiological sensations were identified as key sources of self-efficacy. Second, this thesis aimed to improve our ability to measure self-efficacy beliefs for endurance sport. Through a process of three studies which followed best practice for psychometric design, an 11-item unidimensional scale named the 'Endurance Sport Self-Efficacy Scale' (ESSES) was developed and validated. Third, this thesis aimed to gain an understanding of the dynamicity and malleability of these self-efficacy beliefs. Using an experimental laboratory setting, the effects of a change in perceived task difficulty on self-efficacy was examined. An increase in perceived task difficulty was demonstrated to lead to a reduction in self-efficacy strength, but not self-efficacy level. To gain a further understanding of the malleability of self-efficacy, the effects of two web-based brief interventions on self-efficacy and other outcome variables were examined using a randomised control trial. Although no effects were found on most outcome variables, the interventions were found to be useful and the athletes were satisfied with the delivery of them. Taken together, the findings of this thesis provide a series of theoretical and practical implications. Regarding theory, the current thesis advances four key tenets of self-efficacy theory, specifically: the interaction between proximal and distal sources of self-efficacy and the need to distinguish appropriately the dimensionality of self-efficacy beliefs. Additionally, the current thesis provides the first proposed model for the sources of self-efficacy in relation to endurance sport. These theoretical implications also provide clear directions for future research, such as the further investigation and testing of the proposed sources model through mixed-methods enquiry. Regarding practice, the current thesis provides several insights and potential benefits to applied practitioners, coaches, and athletes. The ESSES can be used as a useful tool in highlighting areas of low self-efficacy, which can be targeted via intervention. The current thesis also provides novel insight into the delivery of these interventions via the internet.