Among many factors, individual difference variables are believed to be critical aspects of students' psychological adjustment. The present study was, therefore, conducted in this context to determine the relationships between self-efficacy, self-esteem and psychological adjustment variables of depression and life satisfaction. The participants of the study were international university students (N = 328) studying in three Chinese universities in Hubei Province, Wuhan. To obtain the data, self-report questionnaires were distributed among the participants measuring their levels of self-efficacy, self-esteem, life satisfaction and depression. Hierarchical multiple regression analyses were performed to explore the relationship between the study variables while controlling the demographics. The regression output showed that both self-efficacy and self-esteem were positively related to life satisfaction and negatively related to depression. The study further conducted mediation analyses with the help of regression PROCESS macro. The mediation results indicated that self-esteem and life satisfaction showed full parallel mediating effects on the relationship between self-efficacy and depression. Self-esteem also mediated the self-efficacy-depression relationship. Exploring the relationships between the study variables may enrich the scientific understanding of acculturative psychological outcomes in the context of individual difference variables. Findings may also provide direction for host university communities in nurturing the self-esteem and self-efficacy of their fellow international students to better deal with their psychological adjustment difficulties. 235Open Journal of Social Sciences tempted to figure out factors that facilitate positive acculturative outcome of the students. Among the factors, cultural and emotional intelligence, coping strategies, personality, spiritual and social support, self-efficacy and self-esteem were found to contribute positively to the psychological adjustment of the students [13] [18].1.1. Literature Review 1.1.1. Psychological Adjustment According to Searle and Ward [19], cross-cultural adjustment can be meaningfully conceptualized in two distinct yet intertwined domains: psychological (emotional/affective) and sociocultural (behavioral). Psychological adjustment refers to the overall psychological, emotional and affective state of wellbeing and life satisfaction. Psychological adjustment includes a range of changes related to: beliefs, perceptions, values, ideologies, and attitudes while behavioral adjustment includes: dressing, eating, talking, social interaction patterns, and language skills that the acculturative person depicts during the process of acculturation [20].On the other hand, sociocultural adjustment was conceptualized as how an acculturating individual learns and develops multicultural competencies necessary for effective functioning and living in the host environment [20]. The two forms of adaption do not, however, function independently. Instead, they are closel...