The purpose of this study was to examine the relationships between school principals' instructional leadership behaviors and self-efficacy of teachers and collective teacher efficacy. In this regard, a model based on hypotheses was designed to determine the relationships among variables. The study sample consisted of 328 classroom and branch teachers employed in primary schools in Ankara. Instructional Leadership Scale, Teachers' Sense of Efficacy Scale and Collective Efficacy Scale were used to gather data. Structural Equation Modeling was performed to test the model. Research findings indicated that the model fitted the data well with acceptable goodness of fit statistics. Consequently, instructional leadership had a significant direct and positive impact on collective teacher efficacy. Additionally, it was appeared that teachers' self-efficacy moderated the relationship between instructional leadership and collective teacher efficacy. Several suggestions were presented for improving teachers' self and collective efficacy.