BackgroundChronic neurological disease such as multiple sclerosis (MS), is a significant risk factor for psychological distress, which can result in suicidal behaviour. Suicidal ideation (SI) is considered a harbinger of suicide-related mortality. However, so far, little is known about the role of protective factors against SI in MS. ObjectiveThis study aims to assess the association between coping self-efficacy and SI when controlled for sociodemographic variables, clinical variables, sleep-related problems, and depression. MethodsThe study sample consisted of 162 people with MS, was predominantly female (75.9 %), the mean age was 40.9 ± 11.4 years, the mean disease duration was 11.7 ± 7.1 years, and the mean functional disability score was 3.55 ± 1.1. We used the Coping Self-Efficacy scale (CSE), the General Health Questionnaire-28 (GHQ-28), the Expanded Disability Status Scale (EDSS), the Hospital Anxiety and Depression Scale (HADS), the Pittsburgh Sleep Quality Index (PSQI), and the Multidimensional Fatigue Inventory (MFI). Multiple linear regressions were utilized to statistically analyse the data. ResultsAll assessed coping self-efficacy dimensions were significantly associated with SI in MS when controlled for sociodemographic variables, clinical variables, sleep-related problems, and depression. Furthermore, all assessed coping self-efficacy dimensions were able to alleviate the negative association between income, depression and SI. ConclusionPeople with MS may significantly benefit from psychological support aimed at promoting coping self-efficacy and utilization of various coping strategies. Problem-focused coping, coping focused on getting support, and coping focused on stopping unpleasant thoughts and feelings seem to have comparable associations with SI, and thus interventions aimed at empowering any of these dimensions may be beneficial in diminishing the severity of SI.