Studies have identified cerebral morphometric markers of binge drinking and implicated cortical regions in support of self-efficacy and stress regulation. However, it remains unclear how cortical structures of self-control play a role in ameliorating stress and alcohol consumption or how chronic alcohol exposure alters self-control and leads to emotional distress. We examined the data of 180 binge (131 men) and 256 non-binge (83 men) drinkers from the Human Connectome Project. We obtained data on regional cortical thickness from the HCP and derived gray matter volumes (GMVs) with voxel-based morphometry. At a corrected threshold, binge relative to non-binge drinking men showed diminished posterior cingulate cortex (PCC) thickness and dorsomedial prefrontal cortex (dmPFC) GMV. PCC thickness and dmPFC GMVs were positively and negatively correlated with self-efficacy and perceived stress, respectively, as assessed with the NIH Emotion Toolbox. Mediation and path analyses to query the inter-relationships between the neural markers and clinical variables showed a best fit of the model with daily drinks → lower PCC thickness and dmPFC GMV → lower self-efficacy → higher perceived stress in men. In contrast, binge and non-binge drinking women did not show significant differences in regional cortical thickness or GMVs. These findings suggest a pathway whereby chronic alcohol consumption alters cortical structures and self-efficacy mediates the effects of cortical structural deficits on perceived stress in men. The findings also suggest the need to investigate multimodal neural markers underlying the interplay between stress, self-control and alcohol use behavior in women.