This study was designed to explore the possibility that Bandura's notion of self-efficacy can be applied to control over cognitions as well as behavior. Subjects were asked to complete questionnaires designed to measure their dental anxiety, the number of their negative self-statements about a dental appointment and their perceived ability to control these thoughts. Subjects with low anxiety claimed to experience fewer negative thoughts than those with moderate or high anxiety, and also to have more control over these thoughts. Subjects believed that the extent of their control would decline as the appointment approached in time, but least for the low anxiety group and most for the high anxiety group. Finally, differences in self-efficacy scores between anxiety groups were maintained when the number of negative thoughts was controlled for, but differences in negative thinking between anxiety levels were not maintained when self-efficacy was controlled for. These results suggest that anxiety is more closely related to thinking processes than content.