Diabetes Mellitus 2 (DM2) affects 20% of the elderly population in Mexico, causes disability and death, and demands many life-style changes. Since DM2 control is largely responsibility of the patient, management itself is source of stress. Coping is a process by which persons face stressful situations, and active coping have proved being effective in disease control. Social-cognitive perspective suggests that self-efficacy believes can regulate human functioning, therefore they could promote specific coping if relations between them are found. The study aim was to examine the association between coping strategies and self-efficacy in DM2 management in a group of 126 Mexican adults over 54 years old (= 68.57, SD = 7.19), which answered an interview about sociodemographics data, self-efficacy in diabetes and coping strategies. The most common kind of coping used by the sample was self-recreation (= 50.41, SD = 19.50) and religious faith (= 50.04, SD = 17.65), and in self-efficacy the domain of taking the medicines had the greater score (= 90.25, SD = 16.08). Total score in self-efficacy had significant correlations with active coping (r = .402, p ≤ .01) and self-recreation (r = .291, p ≤ .01). We concluded that there are relationships between self-efficacy beliefs in diabetes management and active coping. The correlation found can be used to guide future interventions with these patients, but the relation should be studied deeper for directional search, if is proved that DM self-efficacy beliefs enhance active coping; self-efficacy based interventions should be promote.