Feelings of sadness and loneliness are ubiquitous in late life and a risk factor for depression and perhaps other mental illnesses in late life. Targeting sadness and loneliness for an intervention addresses both primary risk reduction for depressive disorders and promotion of overall mental health in the elderly. Nevertheless, few studies document the efficacy of primary prevention efforts in preventing depressive disorders in the elderly. The author argues that the attainment of positive mental health depends in considerable part upon an individual's self-efficacy--the belief that one can organize and execute the courses of action required to develop and enhance a person's belief that he or she can act in ways that lead to a desired goal. Self-efficacy is strengthened, not by some general or abstract instruction, but rather by the experience of successfully dealing with and thus overcoming specific problems. The extant literature suggests that many potential approaches may be available to develop and enhance self-efficacy in the elderly--approaches that potentially could be broadly applicable in community settings.