Using Social Cognitive Theory as our theoretical framework, we analyse how beliefs about group efficacy among team members, together with transformational leadership are two group-level constructs (aggregated members’ shared beliefs), which predicts individual members self-efficacy over time. We conducted a three-wave longitudinal study with 456 participants that were randomly distributed in 112 groups working in three simulated creative collective tasks. We computed random coefficient models in a lagged-effects design. Findings were as expected and group efficacy beliefs and group-level transformational leadership were relevant cross-level predictors of individual self-efficacy over time (even after controlling for baseline levels of individual self-efficacy). Results suggested that these group-level factors are relevant cross-level constructs that explain how individual self-efficacy among group members is developed over time.