This study presents pioneer findings regarding coping self-efficacy obtained with the Coping Self-Efficacy Scale (CSES) in a community-based sample composed of both women and men (to date, only data obtained in the 1980s from men with HIV and depression exist). The aims of this study were to investigate the psychometric properties of the CSES and obtain descriptive results in a British community-based sample composed of both women and men. Participants responded to both the CSES and another scale measuring coping with stress self-efficacy. Based on our findings, the CSES showed appropriate reliability and construct validity, although some items require revision. We found that sex and, particularly, health status play an important role in individual differences in coping self-efficacy. Women showed significantly stronger self-efficacy beliefs for social support than men, while for the remaining scores, men scored higher than women. Healthy participants showed significantly stronger self-efficacy beliefs (for social support, NS) than unhealthy participants. The results confirmed both the suitability of the CSES as a measure of a person's confidence in his or her perceived ability to perform certain actions aimed at coping effectively with stress in a nonbiased sample and its soundness in research and clinical contexts. (Contains 6 tables and 2 figures.)