This paper presents a study on relationship between coping approaches and general self-efficacy scale among 67 teenagers aged 13-15 who attended guided schools in city of Najaf-Abad, Esfahan, Iran using a cluster random selection. Students were requested to fill in two questionnaires of Coping Strategies Scale-Revised (CSSR) and General Self- Efficacy Scale (GSES). The collected data were analyzed using Pearson correlation and stepwise linear regression techniques. The results indicate that effort has a positive correlation re-evaluation, planful problem-solving, Emotion-focused coping (P & LT; 0.01) and Active coping (P & LT; 0.05). In addition innovation maintains a positive relationship with restraint, emotion-focused coping and re-evaluation (P & LT; 0.01) and it has a negative relationship with avoidance coping (P & LT; 0.05). In our study, people with higher level of efficacy use planful problem-solving.