The purpose of this article was to provide a substantive-methodological synergy of potential importance to future research in sport and exercise psychology. The substantive focus was to improve the measurement of coaching efficacy by developing a revised version of the coaching efficacy scale (CES) for head coaches (N = 557) of youth sport teams (CES II-YST). The methodological focus was exploratory structural equation modeling (ESEM), a methodology that integrates the advantages of exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) within the general structural equation model (SEM). The synergy was a demonstration of how ESEM (as compared with CFA) may be used, guided by content knowledge, to develop (or confirm) a measurement model for the CES II-YST. A single-group ESEM provided evidence for close model-data fit, while a single-group CFA fit significantly worse than the single-group ESEM and provided evidence for only approximate model-data fit. A multiple-group ESEM provided evidence for partial factorial invariance by coach's gender.