Leadership courses in the fire services are highly challenging, and they can seriously exhaust trainees and hamper their self-regulated learning efforts (for example, setting goals, focusing attention, seeking feedback). We theorize that experiences of failure or overload can curtail trainees’ available energy resources on subsequent training days, which, in turn, should affect trainees’ learning efforts. Given instructors’ central role in leadership courses, we hypothesize that supportive and humble instructor behaviors decrease experiences of failure and overload and, thus, increase self-regulated learning. Moreover, we argue that supportive instructor behavior may amplify the positive effects of high energy resources, while humble behavior may alleviate the negative impact of low resource levels. We tested preregistered hypotheses with 118 firefighters participating in two-week leadership courses at a German fire academy. The participants completed short web-based questionnaires before and after classes each day. Multilevel analyses confirmed that perceived daily supportive and humble instructor behavior predicted trainees’ reports of daily self-regulated learning activity. Notably, this effect was independent from positive effects of trainees’ reported energy resources in the morning. Supportive and humble behavior did not moderate the effect of energy resources. Our findings suggest that instructors play a crucial role in facilitating effective learning under challenging training conditions. Furthermore, we offer implications for leaders in fire services, who often conduct trainings with their subordinates.