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This study aimed to assess the linear and nonlinear effects of principal instructional leadership on teacher professional learning with teacher self-efficacy as a mediator. Data were collected from 335 primary and secondary school teachers in Penang, Malaysia. Partial least squares structural equation modelling was used. The findings indicated a significant positive linear effect of instructional leadership on teacher professional learning with a significant mediating effect of teacher self-efficacy. There exists a significant nonlinear effect of principal instructional leadership on teacher self-efficacy and a nonlinear effect of teacher self-efficacy on teacher professional learning. The findings urge future studies to theoretically and empirically explore both linear and nonlinear effects of latent variable models related to educational leadership.