Objectives: To determine whether self-efficacy longitudinally predicts 2 types of perceived cognitive impairment (PCI) in multiple sclerosis (MS): general cognitive functioning and executive functioning; and secondarily to assess whether self-efficacy mediates the relationships between depression, fatigue, and PCI. Design: Longitudinal analysis of self-report survey data collected over 3 years. Hierarchical regression analyses examined the relationship between self-efficacy and PCI, adjusting for depression and fatigue. Additional analyses tested self-efficacy as a mediator between depression, fatigue, and PCI. Setting: Community. Participants: Community-dwelling individuals with MS (N=233; age range, 22-83y) were recruited from a larger longitudinal survey study of individuals with MS (N=562). Interventions: Not applicable. Main Outcome Measures: Primary outcome measures were the Applied Cognition General Concerns and the Applied Cognition Executive Function domains of the Quality of Life in Neurological Disorders (NeuroQoL) measures. Results: Self-efficacy was significantly correlated with PCI at baseline (r=.40.53) and 3 years later (r=.36.44). In multivariate regression analyses, self-efficacy was a significant longitudinal predictor of PCI, both for general cognitive functioning (13=20, P<.01) and executive functioning (13=.16, P<.05). Self-efficacy partially mediated the relationships between depression, fatigue, and PCI. Conclusions: Self-efficacy may influence how individuals with MS perceive their cognitive functioning over time. Interventions that target self-efficacy, particularly early in the disease course, may lead to improvements in PCI, as well as improvements in fatigue and depression. (C) 2015 by the American Congress of Rehabilitation Medicine