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Although the importance of diversity in organizations is widely recognized, diversity training is under attack. Drawing from self-efficacy theory and research, we developed a questionnaire to measure one’s efficacy of successfully coping with widely recognized diversity initiatives. Then we conducted a study examining the effect of self-efficacy-based diversity training on the level of participant’s measured diversity self-efficacy (DSE) and the possible mediation of this DSE on intentions to pursue positive diversity-related initiatives. The field experimental design showed that training incorporating efficacy components significantly increased trainees’ (N = 276) measured DSE. Diversity training was also shown to be positively related to the trainees’ stated levels of difficulty and magnitude in coping with diversity initiatives. Finally, the DSE was found to mediate training and intentions. Importantly, one-year follow-up data supported the impact of the intentions. The practical implications of these findings for HRD in general and diversity training in particular conclude this article.