The purpose of this study is to investigate the influence of two independent variables namely lecturer’s supervision and peer observation of teaching on trainee teachers’ self-efficacy. This survey involved 162 trainee teachers from Malaysian Teachers Training Institute. The research instruments used in the study were Teachers’ Sense of Self-Efficacy Scale (TSES), Peer Observation of Teaching Scale (POTS) and lecturer’s supervision questionnaire. This study reveals a six-step of cleaning process statistical data. Then, the data was analysed using IBM Statistics software and SmartPLS 3.0. The result shows the independent variables contributes 41.7% of variance on trainee teachers’ self-efficacy aspect. The lecturer’s supervision is the most dominant aspects which contributes to the trainee teachers’ selfefficacy (β = 0.513) compared to peer observation of teaching aspect (β = 0.204). This study also explains a measurement model and a structural model of trainee teachers’ self-efficacy in teaching practicum context.