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Relationships between self-efficacy, coping and retention among first-year undergraduate students were investigated. Qualitative methods were used to develop a self-efficacy measure assessing confidence to achieve those competencies required to successfully complete the first year of an undergraduate degree. One hundred and thirty-one first-year students completed a 40-item self-efficacy questionnaire and the MCOPE (Crocker & Graham, 1995) at the start of the academic year. Factor analysis indicated a coherent 5-factor model that described self-efficacy to manage time, use learning resources, work in groups, work well in lectures, and communicate. Results indicated that the coping strategies of planning and seeking social support for instrumental purposes significantly related to more than one self-efficacy factor and that self-efficacy scores taken at the start of the course could correctly classify 81.3% of …