Training military officers to lead in combat has always presented a training paradox: it is impossible to expose individuals to the inherent strains and dangers of real combat, but combat is where they are supposed to lead, making those demands normative for training. To overcome this paradox, the military uses training courses where stress is as realistic as possible within ethical limits. One frequent example of such a course is parachute training. Completing one demanding task (parachuting) can also increase the individual’s belief that other tasks with equal or even greater difficulty (leading in combat) can be overcome similarly. The overall aim of this thesis was to investigate whether and how military parachute training can function as a method for leadership development. The purpose of Study I was to investigate whether military parachute training was associated with an increase in leadership self-efficacy. The results show that parachute training increased leader self-control efficacy when compared to the different training of a group of cadets. In addition, the training given contributed to increased leader assertiveness efficacy for both groups. The purpose of Study II was to investigate whether the inability to complete training was associated with any direct and sustained effects. The results show that there were no differences between those who completed training and those who did not. Regarding outcome, leader self-control efficacy decreased significantly for those who were unable to complete training when compared to those who did. The purpose of Study III was to examine how the two sub-domains of leadership self-efficacy examined in the first two studies were associated with leadership behaviors, specifically those described in the developmental leadership model. The results show that leader assertiveness efficacy was the best predictor to the dimensions of developmental leadership. Leader self-control efficacy seems to be more related to functioning within an extreme context. Overall, the thesis indicates that parachute training can help to prepare future military leaders to lead in combat. The results imply that the effects of parachute training are indirect rather than directly associated to leadership and that ability to remain composure in extreme situations in turn enables individual behaviors, including leadership. The thesis also contributes insight into the process of how personal beliefs can be transferred or generalized across different areas or domains in a person’s life. The results are also relevant for other professions that routinely work in extreme contexts.