Leadership for learning has emerged as a holistic leadership behaviour that combines aspects of instructional leadership, transformational leadership and shared leadership. Little is known about how this type of leadership develops and what antecedents are important. Following the rationales of Social Cognitive (Career) Theory and applying Chan and Drasgow's leader development model, we examine how leadership mastery experience and leader self-efficacy affect leadership for learning in Nigerian schools. We divide leaders’ self-efficacy into the belief that they have the necessary skills and abilities to be successful as leaders (leader self-regulatory self-efficacy) and the belief that the actions they take as leaders will have the desired effect (leader action self-efficacy). Using structural equation modelling, our results show that both leadership mastery experience and leader self-efficacy are relevant antecedents of leadership for learning, with self-efficacy mediating the effects of experience on leadership. Our results suggest efficiency–performance spirals and illustrate how important it is for the enactment of leadership for learning to believe in one's ability to competently perform various critical leadership actions.