This study examines the relationship among global coping self-efficacy, coping, and coping effectiveness within athletes. We hypothesized that there would be a positive association between coping self-efficacy and coping effectiveness, which would be mediated by coping. It was also predicted that coping strategies within the task-oriented coping dimension would be positively associated with coping effectiveness, whereas strategies from the disengagement- and distraction-oriented coping dimensions would be negatively associated with coping effectiveness. Participants were 353 athletes between the ages of 18 and 29 years, who completed a measure of coping self-efficacy the night before they competed, in addition to a measure of the athletes' use of coping strategies and their perceived coping effectiveness, which was completed immediately after the competitive event. Results revealed that higher global coping self-efficacy scores were significantly (r = .33, p < .01) associated with coping effectiveness. Furthermore, task-oriented and disengagement-oriented coping partially mediated this relationship, but distraction-oriented coping was not a significant partial mediator of the relationship between global coping self-efficacy and coping effectiveness.