Background Self-efficacy, individuals’ beliefs regarding their capacities to perform actions or control (potentially stressful or novel) events, is thought to be important for various life domains. Little however is known about its early precursors. This study examined the predictive effects of childhood personality and parental behaviors (i.e., overreactive discipline and warmth) for general self-efficacy in young adulthood. Furthermore, it was examined whether personality and parenting behaviors interacted and whether these interactions supported the diathesis-stress or differential susceptibility model. These aims were examined in an 11-year prospective study of 336 participants (Mage at T1 = 10.83 years, range = 9–12 years, 53.9% girls). Personality and parental behaviors were reported at T1 by both mothers and fathers, whereas self-efficacy was self-reported at T2 11 years later. Hypotheses were tested in Mplus using multilevel structural equation modeling. Results Results revealed that (only) emotional stability, and not parenting, predicted higher self-efficacy 11 years later. Benevolence functioned as a susceptibility marker in the association between overreactivity and self-efficacy. Conclusions The results show that childhood emotional stability is an important long-term predictor of self-efficacy, even into emerging adulthood. Moreover, the integration of individual differences in models of parenting effects may further improve our understanding of early adults’ adjustment.