The aim of this study is to investigate and verify the applications of Bandura's theory of self-efficacy and Locke's theory of goal setting on the tennis teaching. According to the method of goal setting theory. The first criterion is to check the goal setting can serve as a learning motivation as well as instructional strategy in physical teaching, the second one is to find the best performance group among the tested groups. The third one is to explore the relationships between related psychological variables and tennis performance. The last one is to provide a useful data base for subsequently studies. The subjects of this study were 169 (male and female) students who participated in the tennis class based on "interest options" from National Taiwan University and Chung Yuan University. All the subjects were divided into four groups as high difficult goal group, medium difficult goal group, low difficult goal group, and self-set goal group. The primary scale employed for pre-test are "Task Specific Measures of Self-Efficacy Scale", "Expectancy Performance Scale" and "Goal commitment Scale", during five-week experimental session. All subjects were administered to Borer-Miller's tennis forehand ground stroke and "Degree of Satisfaction Scale" for post-test. All the data were collected through Pearson's product-moment correlation, one-way and two-way ANOVA. The results revealed the following valuable findings: The subjects with high self-efficacy showed significant difference from those with low self-efficacy in terms of expectancy performance, goal commitment, results of learning, and degree of satisfaction. In other words, the higher self-efficacy subjects have the better performance in every aspects. There is significant difference among the four groups in goal commitment. The self-set goal group has the highest goal commitment, while the high difficult group has the lowest goal commitment. There is significant difference among the four groups in the result of learning. The medium difficult goal group has not only the best performance but also the highest degree of satifaction. However, there is no significant difference among the four groups on the expectancy performance.