A number of studies have shown that mastery experiences strengthen self-efficacy expectancies that are specific to the mastery situation. In this study I assessed the effects of cognitive-behavioral coping skills training on generalized expectancies concerning self-efficacy and locus of control in test-anxious college students. Compared with a waiting-list control group, the trained subjects exhibited significant decreases on trait and state measures of test anxiety and a higher level of academic performance on classroom tests, as well as changes in specific self-efficacy expectancies relating to test-anxiety management and academic performance. Consistent with generalization predictions derived from self-efficacy theory, the coping skills group also exhibited decreases in general trait anxiety and increased scores on a trait measure of generalized self-efficacy. Locus of control was unaffected by the program, and changes in general self-efficacy were unrelated to changes in locus of control, suggesting the possibility that different parameters of experience are related to changes in the two types of generalized expectancies.