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A moderated mediation model was tested using survey data from 630 university students (aged 18\u201328\u00a0years) and analyzed with PLS-SEM in SmartPLS 4.1, using bootstrapping. The findings indicated that SE was negatively associated with MH, suggesting that students with stronger efficacy beliefs reported fewer anxiety and depression symptoms. SE was also positively associated with SS, and SS was negatively related to MH. Stress showed a positive association with MH and a negative association with SS. Mediation results supported SS as a significant statistical pathway linking SE with MH, indicating that SE was associated with MH both directly and indirectly through SS. In addition, stress moderated the associations between SE and MH, SE and SS, and SS and MH. Specifically, the negative association between SE and MH was strongest when stress was low and weakest when stress was high, indicating that self-efficacy was less protective under higher stress. Similarly, the positive association between SE and SS became weaker as stress increased, and the protective association between SS and MH was also reduced under higher stress. Overall, the findings provide important insights into how strengthening self-efficacy and social support while also reducing stress, may support better mental health among university students.<\/jats:p>","DOI":"10.1177\/00332941261473150","type":"journal-article","created":{"date-parts":[[2026,7,31]],"date-time":"2026-07-31T02:04:51Z","timestamp":1785463491000},"update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":0,"title":["Exploring the Relationship Between Self-Efficacy and Students\u2019 Mental Health: The Interplay of Social Support and Stress"],"prefix":"10.1177","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-6131-6696","authenticated-orcid":false,"given":"Mehdi","family":"Hassan","sequence":"first","affiliation":[{"name":"Shaanxi Normal University"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-5480-3990","authenticated-orcid":false,"given":"Irum","family":"Zeb","sequence":"additional","affiliation":[{"name":"Henan Normal University"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4532-8774","authenticated-orcid":false,"given":"Aashiq","family":"Khan","sequence":"additional","affiliation":[{"name":"Anhui Normal University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"179","published-online":{"date-parts":[[2026,7,30]]},"reference":[{"key":"e_1_3_4_2_1","doi-asserted-by":"crossref","unstructured":"Acoba E. 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