Self-efficacy is a pivotal element when the long-term unemployed are to increase their chances of labour market participation, making the ways in which clients’ beliefs in their capabilities are reflected in the delivery of public employment services particularly relevant. While existing research has pointed to the importance of both meetings with social services and self-efficacy for return to work, little knowledge exists on how self-efficacy is managed in these meetings. However, if social work professionals are to effectively enhance clients’ self-efficacy, knowing that self-efficacy is important is not enough; knowing how to support self-efficacy becomes crucial. Based on observational data material from a qualitative study following 14 Danish vulnerable welfare recipients, we find that employability self-efficacy can be expressed by clients in strong, weak or ambiguous ways and that social work professionals responses to clients’ expressions can range from supporting to transferring to challenging. Insight into the detailed ways in which self-efficacy is managed in the institutional framework of employment services, we argue, provides a starting point for reflexive consideration on how to develop employability self-efficacy in practice.