Objectives : The purpose of the study was to investigate the effective coping management of stress towards self-efficacy in students of dental hygiene department. Methods : A self-reported questionnaire was filled out by the students of dental hygiene department in Daegu from April to May, 2013. Descriptive statistics and frequency analysis, t-test, ANOVA and correlation analysis were analyzed using SAS (version 9.2) for statistics. Results : The overall stress coping score was 2.54. Problem-focused coping was 2.50, and social support-seeking coping was 2.60 in active coping. Emotional coping was 2.29, and hopeful thinking coping was 2.76 in passive coping. The level of self-efficacy according to general characteristics varied significantly depending on grade, satisfaction with major, subjective health status and smoking status. The stress coping methods according to general characteristics varied significantly depending on academic achievement and satisfaction with major. The results showed that the level of self-efficacy was associated with stress-coping methods. Conclusions : Self-efficacy of students of dental hygiene department was associated with stress coping methods. It is necessary to develop the programs for stress coping to increase self-efficacy.