This article presents a social cognitive theory (SCT) framework and its interrelation in Human Resource Management (HRM) studies in aspects of HRM practices, Human Resource(HR) roles, and firm performances. This study developed a proposed framework, derived based on Bandura’s (1986) SCT, and supported by Bandura’s (2001) Human Agency Theory and Lent’s (1994) Social Cognitive Career Theory (SCCT) to explain the development of mediation linkage between HRM practices and firm performance through Ulrich’s HR roles. The purpose of this study is to understand the nature of HRM studies and its connection to employee’s psychological behaviour. Based on the findings on literature review, this paper proposed a framework to support the linkage between HRM practices and firm performance, with HR roles as key mediator for the relationship.