The authors tested the direct and moderating effects of self-efficacy and Chinese work values on relationships between job stressors and work well-being among employees in Hong Kong and Beijing. A self-administered questionnaire survey was conducted to collect data from 105 and 129 employees in Hong Kong and Beijing, respectively. The results revealed that self-efficacy was positively related to job satisfaction in both samples. Self-efficacy was found to be a stress moderator in some of the stressor-work well-being relationships for both samples. The direct effect of Chinese work values on work well-being was minimal, and its moderating effects were partially demonstrated in some of the stressor-job satisfaction relationships.