The aim of this study is to investigate the moderating effect of self–efficacy (SE) between the work–family interface and exhaustion of individuals working in a collectivist culture. Based on the responses of 202 telecom service employees working in Pakistan, we portray the results that work–family conflict (WFC) and family–work conflict (FWC) was positively related to the emotional exhaustion and negatively related to the work–family facilitation (WFF) and family–work facilitation (FWF). We further identify the potential moderating effects of self–efficacy (SE) on relationship between facilitation and exhaustion, but find no support for conflict and exhaustion. The specificity of the combination of resources (WFF–FWF and SE) in a collectivist context is discussed to explain this remarkable “primacy of spirals of gain”. This study would be valuable for practitioners and scholars as it underlines the positivity of the work–family interface in alleviating the exhaustion level of employees. Implications of results for managerial practices, limitations and some future directions are discussed. Keywords: work–family interface, exhaustion, self-efficacy, stressors, resources, collectivism