After they learned exploration skills, 103 undergraduate helping skills students were taught to use challenges. Prior to training, students’ self-efficacy for using challenges did not change, although the quality of written challenges and reflections of feelings did. After training, students rated themselves as having more self-efficacy for using challenges and were judged as providing better written challenges, although there were no further changes in quality of written reflections of feelings. Students maintained self-efficacy for using challenges at a 5-week follow-up. Self-efficacy for using challenges increased after lecture, modeling, written practice, and lab group practice, but students indicated that practice was the most helpful training component. Natural helping ability predicted higher final levels of self-efficacy for using challenges. Qualitative results indicated that cultural background played a role in learning and using challenges.