This study examined the relationship between Internet dependence in university students and forms of coping with stress and self-efficacy and investigated whether Internet dependence varies according to such variables as sex roles, gender, and duration of Internet use. The study was performed with 632 university students. The Internet Addiction Test, the Coping With Stress Scale, the General Self-Efficacy Scale, the Bem Sex Role Inventory Test, and a Personal Information Form were used in the collection of data. Results revealed a significant negative correlation between Internet dependence and the seeking social support form of coping with stress. A significant negative correlation was also determined between Internet dependence and self-efficacy. In addition, university students' Internet addiction scores varied significantly depending on sex roles.