This article examines the influence of self-efficacy beliefs on problem-solving coping, functional disability, and psychological well-being for 101 recently diagnosed adult patients with rheumatoid arthritis (RA). Data were drawn from a longitudinal study of psychosocial adaptation to the onset of RA. Self-efficacy beliefs were associated with less functional disability assessed concurrently and 1 year later. Self-efficacy beliefs were also associated with greater use of problem-solving coping 1 year later. There was an interaction between pain and self-efficacy beliefs in the prediction of depression 1 year later: at low pain, self-efficacy beliefs were unrelated to depression, but at higher levels of pain, greater self-efficacy was related to greater depression. Finally, problem-solving coping mediated the relationship between disability and initial self-efficacy beliefs. The distinct patterns that emerge for pain, self-efficacy beliefs, and coping, with respect to functional status as compared to psychological status, are discussed.