Psychological Capital (PsyCap) is an employee’s positive psychological state of development that is characterized by confidence (self-efficacy), positive attribution (optimism), persevering and redirecting paths to goals (hope), and sustaining and bouncing back from problems and adversity (resilience) (Luthans, Youssef-Morgan, & Avolio, 2015). PsyCap has been found to predict a wide range of organizational outcomes, consistently showing that it is positively related to multiple desirable behaviors and negatively related to undesirable behaviors (Avey, Reichard, Luthans, & Mhatre, 2011). There is growing empirical support for the benefits of developing PsyCap, and the effectiveness of PsyCap interventions (PCIs) in the workplace. However, to date, no study has explored a micro intervention, or attempted to explore the best pedagogical approach. Therefore, little is known about why a PCI is effective and the best approach to strengthen its effectiveness. To address this gap in the research two studies were conducted. Study 1 included 118 participants, randomly assigned to a face-to-face PCI (N = 60) and an online PCI (N = 58). Study 2 included 110 participants, randomly assigned to an online PCI (N = 54) and a micro-learning PCI (N = 56). Participants completed assessments of PsyCap (Luthans et al., 2010) and successful goal achievement before, immediately after, and six weeks after the intervention. Results from 228 participants assessed three times (before, immediately after, and six weeks after PCI completion) support the effectiveness and comparability of the three delivery modes, but also highlight notable advantages for micro-learning. A notable difference is that the immediate increase in PsyCap was somewhat steeper with micro-learning compared to online and face-to-face. Thus, scholars and practitioners are encouraged to capitalize on the convenience and cost-effectiveness of online and distributed learning, especially via mobile technology, in administering PCIs.