A positive change in perceived self-efficacy expectation is considered an important goal of exposure-based treatments. In line with this, several studies have demonstrated a positive association between self-efficacy and therapy outcome. While those studies primarily focused on changes in self-efficacy expectation that are achieved through therapy, the present study sought to examine whether changes in self-efficacy prior to treatment have an influence on therapy outcome. To this end, 48 healthy subjects completed a differential fear conditioning task. After the fear acquisition phase, half of the subjects received a positive verbal feedback aimed at increasing self-efficacy (experimental group) whereas others received no feedback (control group). Our results not only show that self-efficacy beliefs can be enhanced through verbal feedback but also point to an enhanced extinction of conditioned fear in the experimental group relative to the control group, evident on the implicit (skin conductance responses) and explicit (valence rating) level. Our results may have clinical implications for exposure-based treatments in anxiety disorders.