Graduate students’ self-efficacy is an important predictive variable for their academic performance. This study, based on self-efficacy theory and integrated with psychological counseling techniques, designs a specialized training model. It provides seven cases with ample experiences from the four sources of self-efficacy: mastery experiences, vicarious experiences, verbal persuasion, and physiological and emotional states. The effectiveness of the training model is tested through semi-structured interviews and physical materials. The results show that after one academic year of training, all seven individuals gained experiences from at least one of the four sources of self-efficacy and thus enhanced their self-efficacy. Moreover, most students also published papers, submitted papers, or participated in competitions and achieved rankings. This evidence indicates that the training model effectively enhances the self-efficacy of graduate students. The paper also summarizes the shortcomings of the current study and provides suggestions for future improvements.