Purpose - The purpose of this paper is to examine associations between work-family conflicts, threat appraisals, self-efficacy, and emotional exhaustion. Threat appraisal was hypothesized to mediate relations between work-family conflicts (work-to-family and family-to-work) and emotional exhaustion. Self-efficacy was hypothesized to moderate relations between work-family conflicts and threat appraisal, with relations expected to be weaker for individuals high in self-efficacy.Design methodology approach - University employees (n=159; 67 percent female) participated in this non-experimental study. Data were gathered via questionnaire. Two-thirds of participants completed measures of work-family conflicts and threat-appraisal a few weeks prior to completing measures of self-efficacy and emotional exhaustion; remaining participants completed one cross-sectional survey.Findings - Observed relations were consistent with predicted mediation hypotheses. Contrary to predictions, self-efficacy did not moderate relations between work-to-family conflict and threat-appraisal and the relation between family-to-work conflict and threat-appraisal was stronger for those with higher self-efficacy. Self-efficacy was negatively related to emotional exhaustion.Practical implications - Organizations should foster positive work-family climates to help alleviate work-family conflicts. Managers should demonstrate compassion when dealing with employees who have serious family concerns, as even efficacious individuals may find such situations threatening.Originality value - This research integrates stress theories with research on the work-family interface. The relevance of threat appraisal and the role of self-efficacy are highlighted.