The purpose of the present study was to determine whether changes in self-efficacy over time would be related to changes in disease progression markers (CD4, viral load) in a sample of women with AIDS. A self-efficacy measure was developed and two sub-scales emerged via factor analysis of 391 HIV-positive women: AIDS Self-efficacy and Cognitive Behavioral Skills Self-efficacy. Subsequently, the sub-scales and an additional adherence self-efficacy item were given to 56 HIV-positive women who were measured at two time points three months apart. Half of these women were randomly assigned to a CB intervention and half to a low intensity comparison condition. Increases in AIDS Self-efficacy over the three-month period were significantly related to increases in CD4 and decreases in viral load. Similarly, increases in Cognitive Behavioral Skills Self-efficacy were significantly related to decreases in distress over time. Findings were maintained within the intervention group alone. Interestingly, increases in cognitive behavioral skills self-efficacy and increases in the self-efficacy adherence item were also significantly related to decreases in viral load. Implications of the findings and suggestions for future research are discussed.