This study performed moderator analyses to determine if self-efficacy predicted differential outcome in a randomized trial comparing a cognitive behavior psychoeducational intervention and an enhanced support group (ESG). The four key outcomes were depression, anxiety, social support, and coping. Low baseline self-efficacy scores were hypothesized to be more predictive of positive response in the psychoeducational intervention than in the support group. Change from pre- to posttreatment (baseline to three months) for 213 female caregivers of older adult relatives with dementia (122 Anglos and 91 Latinos) are presented. Caregivers were randomly assigned to either the coping with caregiving class (CWC), a skill-building, small group intervention designed to reduce caregiving stress, or to an enhanced support group (ESG), which used guided discussion and empathic listening to develop within-group reciprocal support. The findings showed that low baseline self-efficacy scores better predicted positive response to treatment in the CWC intervention than in the ESG intervention. This study supports the use of self-efficacy as a screening tool for appropriate caregiver intervention assignment.