Abstract: Objective: Although traumatic exposures are common, only a small percentage of people exposed to trauma go on to develop posttraumatic stress disorder (PTSD). This phenomenon suggests that there may be psychological factors that influence posttraumatic recovery trajectories. Beliefs about one's ability to cope with traumatic events have been proposed as a mechanism of posttraumatic recovery. The present study evaluated coping self-efficacy (CSE) as a treatment mechanism. Method: Data were collected from 423 military service members and veterans who completed a 2-week cognitive processing therapy-based intensive treatment program for PTSD. Linear mixed-effects models were used to evaluate the associations between CSE and clinical symptoms over time. CSE and clinical symptoms were assessed at baseline, every other day during treatment, and at posttreatment. In addition, general self-efficacy (GSE) was assessed at baseline and included in the analyses. Results: Participants reported that increases in CSE began early and steadily increased across all domains during treatment. In addition, decreases in PTSD and depression severity also began early and steadily decreased during treatment. Although improvements in CSE predicted decreases in clinical symptoms, changes in CSE did not precede clinical improvement. Baseline GSE was a significant predictor of clinical outcomes, but changes in clinical symptoms during treatment did not differ based on one's baseline GSE. Conclusions: The present study demonstrated that although changes in CSE do not temporarily precede changes in clinical symptoms, changes in CSE predicted changes in clinical symptoms, suggesting that CSE may serve as an indicator of treatment response.