OBJECTIVES: To investigate the relations linking self-efficacy and coping to quality of life (QOL) and social participation and what effect self-efficacy, changes in self-efficacy, and coping style have on long-term QOL and social participation. DESIGN: Prospective clinical cohort study. SETTING: General hospitals, rehabilitation centers. PARTICIPANTS: Patients with newly acquired brain injury (ABI) (N=148) were assessed at baseline (start outpatient rehabilitation or discharge hospital/inpatient rehabilitation; mean time since injury, 15wk) and 1 year later (mean time since injury, 67wk). INTERVENTIONS: Not applicable. MAIN OUTCOME MEASURES: QOL was measured with the EuroQuol 5D (the EQ-5D index and the EQ-5D visual analog scale [EQ VAS]) and the 9-item Life Satisfaction Questionnaire (LiSat-9), social participation with the modified Frenchay Activities Index, coping with the Coping Inventory for Stressful Situations, and self-efficacy with the Traumatic Brain Injury Self-efficacy Questionnaire. RESULTS: At baseline, self-efficacy moderated the effect of emotion-oriented coping on the EQ-5D index and of avoidance coping on the EQ VAS. Self-efficacy mediated the relation between emotion-oriented coping and LiSat-9. An increase in self-efficacy over time predicted better scores on the EQ-5D index (beta=.30), the EQ VAS (beta=.49), and LiSat-9 (beta=.44) at follow-up. In addition, higher initial self-efficacy (beta=.40) predicted higher LiSat-9 scores at follow-up; higher initial emotion-oriented coping (beta=-.23) predicted lower EQ VAS scores at follow-up. Higher modified Frenchay Activities Index scores at follow-up were predicted by higher self-efficacy (beta=.19) and higher task-oriented coping (beta=.14) at baseline (combined R(2)=5.1%). CONCLUSIONS: Self-efficacy and coping predict long-term QOL but seem less important in long-term social participation. High self-efficacy protects against the negative effect of emotion-oriented coping. Enhancing self-efficacy in the early stage after ABI may have beneficial long-term effects.