Based on social cognitive theory, we thoroughly analyze the effects of R & D personnel’s and their colleagues’ successful or failed experiences on their innovative behavior and supervisor support’s moderating effect. The survey research finds: (1) Through partial mediating effect of creative self-efficacy, successful or failed experiences have indirect effects on R & D personnel’s innovative behavior. And the effect of successful experience is positive, and the effect of failed experience is negative. Supervisor supports have both negative moderation role on the relationship between successful experiences and creative self-efficacy and the relationship between failed experiences and creative self-efficacy. That is, in the case of high-level supervisor support, the impacts of successful or failed experiences on creative self-efficacy are both relatively weak. (3) Because of supervisor supports’ moderating role to “successful or failed experiences → creative self-efficacy”, successful and failed experiences’ indirect effects on R & D personnel’s innovative behavior through creative self-efficacy’s mediating role are both relatively weak in the case of high-level supervisor support. (4) Supervisor supports moderate the negative impact (total effect) of failed experience on R & D personnel’s innovative behavior.