The present paper analyses the effect of self-efficacy in sports injury and to what extent such effect is mediated by coping strategies to competitive situations shown by athletes. 245 sportspeople were assessed regarding the number of injuries suffered the last 12 months, General Self-Efficacy and Coping Strategies. Regression analysis proved that two coping strategies, Emotional Calming and Risk Behavior, predicted the suffering of less or more injuries, respectively. A path analysis showed that Self-efficacy was not directly related to the number of injuries but indirectly through coping strategies. Unexpectedly, the greater self-efficacy induces both coping strategies oriented to trying new options and risky alternatives (Risk Behavior) and coping strategies directed to control negative emotions (Emotional Calming) which would supposedly be related to least risk-taking behaviors, the former increasing and the later decreasing vulnerability to sports injury.