Many arthritis patients experience physical and psychological impairments. Two hundred and three patients were examined to identify the relationships between the variables such as pain, ADL depression, self-efficacy and the effect of self-efficacy on pain, ADL and depression. It was found that ADL is significantly negatively related to depression and pain, and positively related to self-efficacy. Pain was significantly negatively related to self-efficacy, and positively related to depression and ADL. Then stepwise multiple regression was performed to Identify the variables to predict ADL, pain and depression. Self-efficacy predicted negatively depression and positively ADL. Depression predicted positively pain. So it was revealed that self-efficacy decreased pain indirectly by influencing depression. Also Pain predicted negatively ADL. ADL was predicted directly by pain and self-efficacy. So it is suggented that nursing intervention improving self-efficacy would be useful for patients with depression, pain, and ADL limitation. Moreover, these subjects gained 44 score in depression which means severe depressed state. So it is very important to implement nursing intervention to increase self-efficacy. Recommendations for future research was suggested.