In contemporary Chinese higher education, classroom lectures combined with a web-based learning support system are broadly applied. This study investigated what kind of feedback strategy could be effective in improving students' self-efficacy and course satisfaction in a blended learning context. Standard volitional messages were constructed and—along with traditional feedback content (knowledge of results and knowledge of correct response)—distributed to a large undergraduate class in China. Sixty-seven freshmen participated in this pure experimental study. Results indicated that students' learning self-efficacy and course satisfaction were significantly correlated. In addition, participants who received the knowledge of correct response plus volitional messages (KCR+V) showed greater course satisfaction than those who received other types of feedback messages. No significant difference emerged in self-efficacy. Future research directions are discussed.