This study investigates the process of self-efficacy for reducing depression by focusing concentration on distractions as a mediator. Self-efficacy was one of the effective factors for preventing depression in previous studies. In the present study, participants completed a questionnaire twice with a one-month interval. The results suggest that self-efficacy reduced depression by means of enhancing concentration on distraction. The results also suggest that high depression at Time 1 affected high depression at Time 2, and that high interpersonal stressors during the one-month interval affected low concentration on distraction and high depression at Time 2.