Some findings from the higher education learning studies circulated in the 21st century disclose that how well mentoring support is done it will not be able to upgrade mentees’ academic achievement if mentees have low self-efficacy. Although this relationship has extensively been examined, the mediating effect of mentees’ self-efficacy is largely ignored in the higher education mentoring literature. Thus, this study aims to examine the relationship between mentoring support, mentees’ self-efficacy, and academic achievement. Survey questionnaires are adapted from higher education mentoring literature used to collect data from undergraduate students at public universities in the state of Sarawak, Malaysia. The validity and reliability of survey data and research hypotheses have been analyzed using the SmartPLS. Structural equation modeling results have indicated that mentoring support is vital in determining mentees’ self-efficacy, while mentees’ self-efficacy has mediated the relationship between mentoring support and mentees’ academic achievement. In addition, the study has figured out a few methodological and conceptual constraints and offered possible suggestions to strengthen future research. The research results may be used to guide practitioners in understanding diverse paradigms of mentees’ self-efficacy construct and formulate interactive mentoring action plans to maintain and enhance the academic excellence of higher education institutions.