The aim of this study is to develop a multidimensional measure for assessing children’s personal agency to handle parental conflict through their coping self-efficacy beliefs (Bandura, 1997). Coping self-efficacy beliefs are individuals’ perceived ability to motivate themselves, access cognitive resources, and perform the actions required to take control of stressful situations. This study examines the psychometric properties and validation of the newly created Parental Conflict Coping Self-Efficacy Scale (PCC-SES). The study was based on 663 children, in grades 5 and 7 and their mothers. An exploratory factor analysis and confirmatory factor analysis through structural equation modeling supported the structure of the PCC-SES. The PCC-SES’s structure was facilitated by three global strategies, namely Proactive Behavior (problem solving and seeking social support), Avoiding Maladaptive Cognitions (avoiding preoccupation, avoiding self-blame and distancing) and Avoiding Maladaptive Behavior (avoiding aggression and avoiding overinvolvement).