To validate the correlation between coping efficacy, general self-efficacy, depression, coping style and social support, 412 college students was investigated. Results showed that the correlation between coping efficacy and such factors was significant. The correlation between coping efficacy and general self-efficacy, positive coping style and social support was significantly positive, and the correlation between coping efficacy and depression, negative coping style was significantly negative.Further, a training experiment was carried out on 29 students, which indicated that the application of training method could help to strengthen students'coping efficacy. In addition, the study found coping efficacy played an important role in therapy progress of depression, and be most efficient for middling and major depression.
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