Improvisation is a natural occurring phenomenon that is central to social interaction. Yet, improvisation is an understudied area in group processes and intergroup relations. Here we build on theory and research about human herding to study the contributions of improvisation on group efficacy and its biobehavioral underpinnings. We employed a novel multimodal approach and integrative method when observing face-to-face interactions-51 triads (total N = 153) drummed together in spontaneous-free improvisations as a group, while their electrodermal activity was monitored simultaneously with their second-by-second rhythmic coordination on a shared electronic drum machine. Our results show that three hypothesized factors of human herding-physiological synchrony, behavioral coordination, and emotional contagion-predict a sense of group efficacy in its group members. These findings are some of the first to show herding at three levels (physiological, behavioral, and mental) in a single study and lay a basis for understanding the role of improvisation in social interaction.