The holistic approach of the International Baccalaureate (IB) programmes encourages students to become active, compassionate and life-long learners. The IB defines its international education programmes through a learner profile that consists of ten attributes; inquirers, knowledgeable, thinkers, communicators, principled, open-minded, caring, risk-takers, balanced, and reflective [33]. For students to reach all IB learners profile attributes they need to be self-regulated learners [36]. Students’ self-efficacy beliefs are one of the components of self-regulated learning [15], and a key component of social cognitive theory [4]. Self-efficacy beliefs also contribute to students’ academic achievements, motivations and learning [41]. The Primary Years Programme (PYP) is the IB curriculum framework for children aged 3-11 that offers an inquiry-based, transdisciplinary curriculum framework building conceptual understandings. By learning through inquiry PYP students use their initiatives and take responsibility for their own learning [33]. This approach in learning claims to build students’ self-efficacy that contributes to self-regulation [36]. The paper presents an inductive qualitative study capturing the impact of implementing the IB PYP on students’ self-efficacy beliefs. The study was conducted in an IBPYP candidate school in Alexandria (second largest city in Egypt), which had been implementing the PYP for two years. Data was collected through four focus group discussions from different stakeholders; leaders, teachers, students and parents. The study findings revealed the perspectives of the different stakeholders about the reasons behind students’ self-efficacy beliefs. The study resulted in an interpretation of a spiral for the different aspects of PYP pedagogy that relate and integrate to support students’ self-efficacy beliefs. The study resulted also in identifying specific aspects in school culture that support students’ self-efficacy beliefs. The findings of the study will be beneficial to students, teachers, leaders, syllabus designers, and policy makers in IBPYP schools.