Self-efficacy has been reported to play a significant role in stress levels of parents facing challenging behaviours of their children with learning disabilities. The role of self-efficacy has also been found to affect the stress levels of professional caregivers in such situations. To understand the implications of staff self-efficacy in stressful situations of challenging behaviours, its inscription in transactional stress process will be considered. As a result, this study investigates this relationship through a qualitative design. Semi-structured interview format was selected. Theoretical indicators of self-efficacy regarding particular stress stages were identified in a categorical analysis. A case study method was used to promote the apparition of ecological data and enhance comprehension of inter-influences. Findings highlight the importance of adequate measures of self-efficacy regarding its insertion in particular contexts. Moreover, different forms of self-efficacy related to the coping process are suggested.