Although there have been numerous studies of self-efficacy and collective efficacy in different contexts, little attention has been paid to proxy efficacy. In this article we propose that a person's self-efficacy may be related to proxy efficacy when achievement of personal goals is related to the performance of the proxy on the person's behalf. We argue this is important in team leadership. We further propose that the extent to which team members believe their leaders efficacious as their proxies may affect team processes and effectiveness. A team level construct, namely team proxy efficacy for the leader, referring to a shared proxy efficacy belief for the team leader, is also proposed. Several propositions involving the role of team proxy efficacy in team processes, and how proxy efficacy may play roles in the emergence and success of shared leadership in teams are developed.