Little research has been conducted on the relationship of self-efficacy at treatment entry to individual differences or to treatment outcome for patients with cocaine dependence. Those relationships were examined in 163 cocaine-dependent patients in a residential treatment program using two measures of self-efficacy administered in the first week of treatment: beliefs about success in quitting in general and confidence about not using in 11 cocaine-specific high-risk situations. The most robust correlates of self-efficacy were greater desire to stop using and lower urge to use in high-risk situations. Age, depressive symptoms, cognitive functioning, recent substance use, and past success with quitting also correlated with self-efficacy. Both measures of self-efficacy predicted quantity and frequency of cocaine use and abstinence at 3 but not 6 months after treatment after controlling pretreatment cocaine use. Results suggest that treatments should target self-efficacy in cocaine-dependent patients.