Cross-national studies of job stress have not kept pace with other streams of research in the international milieu. To begin to address this lack of development, we examined the relationships among role stressors, general self-efficacy (GSE), and burnout across nine regions (i.e., U.S., Germany, France, Brazil, Israel, Japan, China, Hong Kong, and Fiji). Findings indicated GSE had a universally negative association with burnout across all regions. Further, self-efficacy mediated the relationship between role conflict and/or role ambiguity and burnout across eight of the nine cultures. Conclusions center around how low self-efficacy may help to explain why occupational role stressors have a positive association with burnout cross-nationally. Implications and directions for future research are discussed.