Researchers examined the association between perceptions of harm from substance use and social self-efficacy (SSE) in a sample of early adolescents in public middle schools (n = 4,122). One-way analysis of covariance and post hoc tests were used to assess the relationships between perceptions of harm from tobacco, alcohol, marijuana, and cocaine use and SSE while controlling for the effects of grade, sex, race, and socioeconomic status. Effect sizes were calculated from the post hoc comparisons to estimate practical importance. Results suggest that lower perceptions of harm from each examined substance were significantly associated with lower SSE (p < 0.0001). Effect sizes were of medium practical importance. Enhancing SSE in early adolescents may be an effective component of interventions designed to reduce perceptions of harm associated and subsequent substance use.