Limited latest studies circulated in the 21st century of world university ranking reveal that well-designed mentoring programs will not increase mentees’ leadership development if mentors have not implemented effective roles in the mentoring programs. Although many studies have been done, the mediating effect of mentors’ roles is little known in the tertiary education mentoring research literature. This study is done to examine the correlation between mentors’ roles, mentees’ self-efficacy, and mentees’ leadership development. This study employed a cross-sectional research design. A purposive sampling plan was employed to collect 761 survey questionnaires from undergraduate students at non-research-based public universities in Sarawak. The survey data were analyzed by the SmartPLS package to determine the validity and reliability of the study instrument, and thus test hypotheses for the direct effects model and mediating model. The outcomes of the SmartPLS path model analysis showed that the majority of participants felt that the levels of information exchange, help, self-efficacy, and leadership development are high. This situation explains that the ability of mentors to appropriately implement information exchange and help in mentoring programs has strongly evoked mentees’ self-efficacy. Consequently, this self-efficacy can lead to higher leadership development. This finding can help practitioners to understand the diverse paradigms of mentees’ self-efficacy concept and plan the integration of academic and social-based approaches in formulating mentoring programs to prepare successful graduates in a time of rapid global change.