The purpose of this study was to test a model of maternal self-efficacy during toddlerhood using a longitudinal sequential design. Participants were 126 mothers of 1-year olds (Cohort 1) and 126 mothers of 2-year olds (Cohort 2) who completed questionnaires measuring maternal self-efficacy, depression, and perceived difficult toddler temperament three times over 1 year. Data were analyzed using structural equation modeling and maximum likelihood estimation. Findings support a model whereby (a) the more depressed the mother feels, the more likely she is to rate her toddler's temperament as difficult, (b) the more difficult the child's temperament is perceived to be, the lower the mother's estimates of her parenting self-efficacy, (c) the lower the mother's self-efficacy, the greater her depression, and (d) the more depressed the mother feels at one point in time, the more likely she is to remain depressed 6 months later. Implications of the findings are discussed as they relate to self-efficacy theory and nursing intervention with parents of difficult toddlers.