Initial abstinence and self-efficacy predict treatment outcome in cocaine-dependent outpatients. Associations between abstinence and coping self-efficacy were examined among cocaine-dependent outpatients (N=126). Abstinence was verified by urinalysis. Coping self-efficacy was measured using a modified Situational Confidence Questionnaire (SCQ). The modified SCQ had good validity and reliability, and scores increased during treatment. In bivariate analyses, early abstinence and SCQ scores each predicted subsequent abstinence and confidence during treatment and posttreatment follow-up. Based on structural equation modeling, early confidence was a significant predictor of later confidence but not of later abstinence, whereas early abstinence was a significant predictor of later abstinence and confidence. Results suggest a unidirectional relationship wherein prior abstinence predicts subsequent abstinence and confidence.