The social cognitive perspective declares that effective behaviors are determined by the interactions among personal, behavioral, and environmental influences. The study attempts to understand the role of self-efficacy (personal) in student feedback behavior (behavioral) and performance (environmental). This study also investigates the impact of receiving feedback (environmental) on student achievement and self-efficacy (personal). The results support that self-efficacy (personal influence) predicts student feedback behavior (behavioral influence). Receiving elaborative feedback (environmental influence) significantly promotes student self-efficacy (personal influence), while receiving knowledge of correct response (KCR) improves student performance. However, feedback behaviors do not have predictive ability on academic performance (environmental influence), which may be interfered by modeling effects. Future studies are also discussed.