Educators frequently report high failure rates in introductory programming courses. Although a plethora of solutions have been proposed to improve the high failure rates, students continue to struggle when learning programming. The literature on learning theory suggests that self-efficacy affects the behavioural engagement of students, and that their behavioural engagement affects their performance. There appears to be a gap in understanding this relationship in introductory programming courses, and which is the focus of this research. Effort, persistence, and help-seeking were identified as three behavioural engagement factors in introductory programming courses. An online survey using questionnaires was conducted on 433 students in introductory programming courses. The results showed that the students’ programming self-efficacy beliefs had a strong positive impact on effort and persistence, while effort had a strong positive impact on programming grade. The findings of this research have implications for the design and delivery of introductory programming courses.