Feelings of competency in the parental role, termed parenting self-efficacy, have been associated with well-being and positive parenting outcomes. Given the unique stresses inherent in raising a child with autism, parents may find it challenging to maintain a positive sense of well-being and self-efficacy. Study aims were to investigate associations between maternal self-efficacy and parenting cognitions among mothers of children with autism. Mothers (n = 170) completed questionnaires on paper or via the Internet. In a hierarchical linear regression, depression, parenting stress, agency, and guilt each accounted for unique variance in maternal self-efficacy when controlling for time since diagnosis and the presence of a second child with a disability. Autism knowledge was not associated with parenting self-efficacy. Self-efficacy appears to be associated with well-being, agency, and feelings of guilt among mothers of children with autism. Parent- and family-based interventions designed to support parental well-being and focusing on parenting cognitions may enhance parenting self-efficacy.