The purpose of this study was to identify the relationships between transformational leadership dimensions and the dimensions of teacher self-efficacy in Malaysian Chinese Independent High Schools (CIHS) in Malaysia. This study employed a cross-sectional quantitative survey research design. Data were collected from five CIHS in Pulau Pinang. A total of 384 respondents from CIHS were participated in this study. This study used partial least squares structural equation modelling (PLS-SEM) approaches for data analysis. Findings showed that the charisma dimension has significant relationship with each dimensions of teacher self-efficacy: instructional strategies (β = 0.244, p < 0.05), classroom management (β = 0.264, p < 0.05), and student engagement (β = 0.192, p < 0.05). However, dimension of motivation inspiration has no significant relationships with each dimension of teacher self-efficacy: instructional strategies (β = −0.159, p = 0.061), classroom management (β = −0.185, p = 0.066), and student engagement (β = −0.195, p = 0.068). The dimension of individualised consideration has no significant positive relationship with instructional strategic (β = 0.109, p = 0.130). However, individualised consideration has significant positive relationship with classroom management (β = 0.309, p = 0.001) and student engagement (β = 0.336, p < 0.001). The dimension of intellectual motivation has significant positive relationship with instructional strategic (β = 0.225, p = 0.016). In contrast, no significant relationships were found between intellectual motivation and classroom management (β = 0.100, p = 0.162) as well as intellectual motivation and student engagement (β = 0.336, p < 0.001). Transformational leadership contributed 16.1% variance explained on instructional strategies, 15.8% variance explained on classroom management, and 18.1% variance explained on student engagement dimension. Implications and direction for future studies were discussed.