This study presents findings regarding the reliability and validity of a newly developed measure designed to assess children's self-efficacy for coping with peer aggression. The sample consisted of 2,161 participants (1,071 females and 1,090 males, who ranged in age from 10 to 15 years; 63% White, 17% Middle-Eastern, 10% Asian, and 10% from other ethnic groups). Exploratory and confirmatory factor analyses supported the four conceptualized coping self-efficacy domains: self-efficacy for proactive behaviour, self-efficacy for avoiding aggressive behaviour, self-efficacy for avoiding self-blame, and self-efficacy for victim-role disengagement. Internal consistencies for the coping domains were between 0.87 and 0.90. Validity was examined by correlations between the coping self-efficacy domains and psychological adjustment variables. Greater coping self-efficacy was associated with less social anxiety, cognitive depression, and externalizing symptoms. The Peer Aggression Coping Self-Efficacy Scale provides a useful measure for examining children's self-efficacy for using a range of strategies to deal with peer aggression.