Due to the symptom diversity and pervasive function impairments (e.g. in perception, cognition, language, affect, behavior, daily and social functioning and sense of self), recurrent relapses, elevated disability, high rates of (co)morbidity, heightened premature mortality and high burden of care of psychotic disorders, psychosocial interventions are part of patients' standard care. There is growing evidence on the relevance of self-efficacy for well-being and functioning among these patients, but specific coping with stress self-efficacy has rarely been investigated. This study explored the outcomes of an intervention for the improvement of coping resources based on training in coping skills and coping with stress self-efficacy. Fourteen adult volunteers 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-with 15 twice per week sessions (8 weeks)-along with their pharmacological therapy; the control group received their prescribed drug therapy. Participants completed self-reports on coping with stress self-efficacy, perceived successful daily functioning based on coping skills and clinical status (Expanded Brief Psychiatric Rating Scale). Trained patients showed a significant increase in coping with stress self-efficacy 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. The intervention condition interacted with coping with stress self-efficacy and perceived coping functioning in explaining improvements in clinical status: in the treatment group, greater coping with stress self-efficacy 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 coping with stress self-efficacy.