Defined as the successful adaptation to dynamic environments, resilience is considered a cornerstone of mental health. However, with the underpinnings of resilience not yet fully understood, this manuscript tests the potential contribution of self-efficacy and embeddedness on resilience (explored through validated measures of future time perspective, body awareness, and social connectedness). The convenience sample of 18-to-77-year-old adults included 297 individuals, of which 36 were men and 171 were female. Participants completed online surveys composed of fifty-two questions in total, measuring self-efficacy, resilience, social connectedness, FTP, and body awareness. Resilience was positively related to self-efficacy, future time perspective, and social connectedness—but not to body awareness—and self-efficacy was positively associated with indices of embeddedness. Considering these correlations, and that only self-efficacy significantly predicted resilience, an exploratory model was proposed to test whether embeddedness directly predicted self-efficacy, and whether self-efficacy directly predicted resilience. Structural Equation Modelling suggested a good fit of this model, elucidating the interplay of psychological mechanisms underlying resilience. Thus, we identify potential variables of interest for clinical interventions aimed at increasing resilience and self-efficacy. Theoretical implications and future research are suggested based on these findings.