Background: We investigated predictors of self-efficacy to cope with stress in diverse populations with stressful life experiences. We also examined the association between predictors of coping self-efficacy and the different copying strategies adapted by study participants. Purpose: The purpose of this study was to determine the relationship between sociodemographic variables and individuals' self-efficacy to cope with stress resulting from exposure to adverse life experiences. Methods: A total of 233 adult U.S. residents aged 18 years or above were recruited in a self-administered questionnaire survey study. Results: Regression results showed that male gender, older age, being non-white, not being U.S. born, higher income, and adult stress exposure were significant predictors of higher self-efficacy to cope with stress. Adults who have had fewer adverse childhood experiences had higher coping self-efficacy through seeking social support from friends and family. Discussion: Sociodemographic variables such as gender, age, race, income, and stress exposure appear to be significant predictors of self-efficacy to cope with stress. Translation to Health Education Practice: Understanding predictors of self-efficacy to cope with stress may help Health Educators to integrate the emotional dimension of health in Health Education interventions, identify high-risk groups, tailor messaging, and prioritize resources to address the needs of individuals living with stress.