This study aimed to investigate the antecedents of "collective efficacy" that was found to be significantly related with team performance in the previously conducted studies. 189 employees, who are working in the public health sector, participated to the study. In the multiple regression analyses conducted it was found that Leader-Member Exchange (LMX) quality affects the employees' general self-efficacy and perceptions about their superordinates' leadership efficacy. The results also denoted that leadership efficacy perceptions and employees' general self-efficacy predict the collective efficacy beliefs of the subordinates about the teams that they are members in. Moreover LMX quality perceived by the subordinates found to be affecting the subordinates' collective efficacy perceptions about their teams. In addition to that leadership efficacy acted as a full mediator between Professional Respect and Affect dimension of LMX and collective efficacy perceptions of the participants. Furthermore the analyses showed that general self efficacy acted as a partial mediator between Professional Respect and Affect dimension of LMX and collective efficacy, and both leadership efficacy and general self efficacy acted as partial mediators between the Loyalty dimension of LMX and collective efficacy. Findings of this study and possible management interventions for increasing collective efficacy beliefs of employees were discussed in the light of the findings and previous literature.