This study explores the relationship among spirituality, self-efficacy, COVID-19 anxiety, and hopelessness. The participants are comprised of 418 individuals (282 females and 136 males) in Turkey whose ages range between 18 and 61 years old. The participants completed the following surveys: The Coronavirus Anxiety Scale, the General Self-Efficacy Scale, the Beck Hopelessness Scale, and the Spiritual Orientation Inventory. The relationships among the variables have been examined using path analysis. According to the results, spirituality, self-efficacy, and COVID-19 anxiety have direct effects on hopelessness. The analysis also shows self-efficacy to mediate the relationship between spirituality and hopelessness. The proposed model has good fit indices. The findings are discussed in the context of the literature on COVID-19, spirituality, self-efficacy, and hopelessness, with practical implications for mental health professionals being provided.