This study aimed to analyze the effect of training programs on entrepreneurial self-efficacy (ESE) and the Optimism of micro, small, and medium enterprises (MSMEs). The research was conducted at Babakan Madang MSMEs, Bogor Regency, assisted by Human Resources Education and Training Center (P2SDM) under the Community Service Institution (LPPM) at IPB University (IPB). The sample size was set at 100 SMEs with a purposive sampling method. Data was obtained by distributing questionnaires and analyzed using Structural Equation Modeling (SEM). The results of the study were as follows: 1) Reactions in the training program did not affect the ESE of MSME actors, 2) Learning in the training program affected the ESE of MSME actors, 3) Behavior in the training program did not affect the ESE of MSME actors, 4) Results in the training program does not affect the ESE of MSME actors, and 5) ESE affects the Optimism of MSME actors. The effect of ESE on the Optimism of MSME actors is greater than the effect of learning in training programs on the Optimism of MSME owners.