This study tested the importance of coping self-efficacy (CSE) perceptions and change in perceptions of CSE for recovery from motor vehicle accident (MVA) trauma. Data were collected 7 days following the accident (Time 1; n = 163), 1 month after the accident (Time 2; n = 91), and 3 months after the accident (Time 3; n = 70). Early changes in CSE (i.e., from Time 1 to Time 2) predicted posttraumatic distress at 3 months after MVA trauma, even after controlling for Time 1 or Time 2 posttraumatic distress and other trauma-related variables (i.e., accident responsibility, litigation involvement, and peritraumatic dissociation). Early changes in CSE perceptions, however, neither moderated nor mediated the effects of early posttraumatic distress (Time 1) on 3-month posttraumatic distress. Time 2 CSE levels, however, did mediate the relationship between acute posttraumatic distress (Time 1) and 3-month posttraumatic distress (Time 3). These findings highlight the importance of early interventions aimed at strengthening self-efficacy after MVA trauma. (Contains 1 footnote, 3 tables, and 1 figure.)