There is growing evidence on the relevance of self-efficacy for well-being and functioning among individuals with psychotic disorders, but specific self-efficacy for coping with stress has rarely been investigated. This study explored the outcomes of an intervention for the improvement of coping resources based on a training in coping skills and coping with stress self-efficacy (CSSE). Fourteen adult volunteers who were diagnosed with schizophrenia (n=12) or schizoaffective disorder (n=2) were matched in clinical and sociodemographic characteristics and randomly assigned to the study groups. The intervention group received the training along with their pharmacological therapy; the control group received their prescribed drug therapy. Participants completed self-reports on CSSE, perceived successful daily functioning based on coping skills, and clinical status (BPRS-E). Trained patients showed a significant increase in CSSE and reported greater successful functioning status, and significant improvements in their clinical status were also observed. All these enhancements remained at 3-month and 6-month follow-ups. Control participants showed no significant changes. Moreover, the intervention condition interacted with CSSE and perceived coping functioning in explaining improvements in clinical status: in the treatment group, greater CSSE translated into enhanced daily functioning, and this improvement predicted better clinical status. These findings stress the relevance of promoting coping resources in psychotic disorders and provide preliminary evidence for the potential benefits of CSSE.