Relatively little research attention has been devoted to understanding the mechanisms through which the advising relationship functions as a medium for fostering doctoral students' development as researchers. Adapting Lent and Lopez's (2002) model of relational efficacy, we examined three types of efficacy beliefs (self-efficacy, other-efficacy, and relation-inferred self-efficacy) in relation to the advisory working alliance and the prediction of doctoral students' research interest and productivity. Gelso's (1993) concept of the research training environment was also included in model testing to capture a view of the advisory relationship as existing within a larger program training context. Participants were 274 doctoral students in a variety of academic fields. The results suggested that a slightly revised version of the hypothesized model produced good fit to the data. In particular, controlling for year in the graduate program, we found the advisory working alliance was linked to students' research self-efficacy indirectly via relation-inferred self-efficacy (i.e., students' beliefs about how their advisors viewed their research capabilities). Students' self-efficacy was, in turn, predictive of their interest in and productivity at research. We discuss the implications of these findings for future research and the practice of advising and research training.