The purpose of this study was to examine relationships between high school jazz band directors’ efficacious sources, self-efficacy for teaching strategies, and pedagogical behaviors. Participants (N = 264) completed the Jazz Band Director Self-Efficacy for Teaching Strategies Scale and responded to items about their formal and informal learning experiences, school characteristics, and demographics. Parental support was the best predictor of participants’ self-efficacy for jazz teaching strategies, followed by undergraduate participation in jazz performance and improvisation courses, school enrollment, and completing a doctorate or master’s degree. Participants with greater scores on self-efficacy for teaching strategies also indicted greater comfort for teaching various styles commonly performed by high school jazz bands and dedicated more class time to teaching improvisation and jazz theory. Jazz directors may improve their self-efficacy for teaching strategies by developing parental trust and engagement with the jazz program and seeking feedback from effective mentors when refining jazz teaching strategies.