Self-confidence is rarely analyzed in randomized control trials. This paper uses this framework to evaluate the impact of a short but intense training program for building self-confidence in young people not in employment, education, or training (NEET) in a French overseas territory characterized by one of the highest NEET rates in Europe. Using an original questionnaire, the study shows that training substantially improves self-confidence. Cost-effectiveness and qualitative analysis also highlight the program's value. However, differences observed in the employment and NEET rates between treatment and control groups were not significant and could not clearly be attributed to the program.