In processes of psychotherapy associated with prominent psychodynamic and behavioral paradigms, change and transformation of the self are achieved through self-knowledge and cognitive-behavioral practices. Perceived self-efficacy is a common cognitive mechanism described by Bandura to account for change in behavior resulting from diverse modes of treatment. This article differentiates levels of explanation for the changes that occur in psychotherapies. Psychopathology is attributed to a maladaptive synthesis of schemes (both overt and internalized), and mechanisms of change in psychotherapy involve the differentiation, analysis, and re-integration of schemes that lead to more adaptive from of psychological functioning like perceived self-efficacy. Differentiation and analysis requires a capacity to know and tolerate schemes that should be differentiated and analyzed due to the painful emotions associated with them. The development of such capacity requires practice and lead to an understanding. Behavioral-cognitive rehearsal and special psychodynamic forms of self-knowledge are increasing the capacity to face and understand (intellectual-emotional and reflective-experiential terms) the specific painful, affect-laden schemes which serve as the origin of symptoms. Within this perspective, three layers of factors in mechanism of and consequences of psychotherapy should be differentiated.Differentiation, analysis, and integration of schemes are for the middle, self- knowledge for the first and perceived self- efficacy for the lost layer of the explanation associative networks. This conceptualization is discussed within a Pageant framework.