The relationships among alcohol treatment, coping skills, and self-efficacy in predicting alcohol use and related consequences following treatment initiation were investigated. The participants were 77 men and 65 women who were entering either inpatient or outpatient alcohol treatment. The analyses confirmed predictions that treatment, coping skills, and self-efficacy each contributed significantly to the prediction of 12-month alcohol consumption beyond the variance accounted for by participant control variables. Only self-efficacy explained significant additional variance in the consequences outcome. Mediation analyses of the alcohol consumption variables suggested that treatment effects were not mediated by either coping skills or self-efficacy and that the effects of coping skills were not mediated by self-efficacy. The findings are interpreted as providing partial support for social learning theory approaches. Suggestions for future research are discussed.