This study examined the role of self-efficacy as a mediator in the relationship between perceived stress and PTSD, depression, and anxiety among South African first responders. A cross-sectional survey was conducted with police officers and paramedics. Participants completed the: General Self-Efficacy Scale, Perceived Stress Scale, Posttraumatic Stress Disorder Checklist for DSM-5, Patient Health Questionnaire, and Generalized Anxiety Disorder-7 Scale. Perceived stress was significantly associated with higher levels of PTSD, depression, and anxiety. Self-efficacy partially mediated the relationship between perceived stress and all three mental health outcomes, although direct effects of stress remained significant.