Objective: The aim of the study was to analyse the relationship between coping with pre-examination anxiety and academic self-efficacy in health sciences college students. Method: The study was conducted on a sample of 208 students (55.8% women) between ages 16 and 35 years old. The Coping with Pre-Exam Anxiety and Uncertainty and the Academic Situations Specific Perceived Self-efficacy Scale was used. The reliability was assessed by the coefficient alpha. The relationship between variables was assess using the Pearson correlation. Results: A significant relationship was found between perceived academic self-efficacy, and two strategies: Task-Oriented and Avoidance; but near to zero with seek-support strategy. Conclusion: The relationships found show that people with higher academic self-efficacy tend to use more strategies related to control of the situation before the examination, than those related to avoid or seek-support.