Most research on efficacy and participation in collective action has focused on single country samples with little attention paid to the relationship between efficacy and country-level structural factors. Drawing on value expectancy theory, we theorize a link between macro-level political institutions and micro-level efficacy. To address the previous limitations in the efficacy and collective action literature, we use multi-level, cross-national data, and present results from a series of hierarchical models testing whether efficacy increases collective action cross-nationally, whether political institutions affect efficacy, and whether the effect of efficacy on collective action is conditional on political institutions. We find that efficacy increases collective action, that certain political institutions increase efficacy, and that the effect of efficacy on collective action is partly conditional on the inclusiveness of a country's political institutions. These findings suggest the insufficiency of purely structural as well as social psychological explanations of collective action.