The current study examined whether a static-line parachute program could help prepare future military officers to lead in extreme situations by increasing leadership self-efficacy. Parachute training is commonly used for preparing to lead in combat since it presents a perceived threat to life which requires active mastery. Achieving such mastery facilitates the development of leader self-control efficacy and leader assertiveness efficacy. This assumption was tested in a real training situation within the Swedish Military Academy where two groups of cadets were included in the study. The group of cadets undertaking parachute training conducted repeated measures of assessment of their self-efficacy before and after the course as well as at a five-month follow-up. The results show that parachute training increased leader self-control efficacy when compared to a group of cadets who undertook different training. In addition, the training given contributed to increased leader assertiveness efficacy for both groups.