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We examined the influence of college students' coping styles on perceived self-efficacy, through the mediating effect of general self-efficacy, in managing inferiority. A sample of 206 college students completed a Coping Style Questionnaire, the Regulatory Emotional Self-Efficacy Scale of Chinese college students, and a general self-efficacy scale. The results showed the following: (a) there were significant correlations among the problem solving, self-blame, and fantasy coping styles, and general self-efficacy and perceived self-efficacy in managing inferiority; (b) the problem solving and self-blame coping styles indirectly predicted perceived self-efficacy in managing inferiority by general self-efficacy, and general self-efficacy played a partial mediating role between the problem solving and self-blame coping styles and perceived self-efficacy in managing inferiority; and (c) gender played a moderating role between coping style and perceived self-efficacy in managing inferiority. The results are important for counseling to enhance regulatory emotional self-efficacy. [ABSTRACT FROM AUTHOR]