This study was aimed at investigating the relationship between social support (Zimet et al., 1988), self-efficacy (Schwarzer & Jerusalem, 1995), and socio-cultural adjustment (Ward & Kennedy, 1999). The sample consisted of 185 international undergraduate students in one of the public higher education institutions in Malaysia. Multiple linear regression analysis was employed to test the hypotheses. The findings from this study indicated that support from friends and significant others is positively related to all dimensions of socio-cultural adjustment and support from family is positively related to cultural empathy. Self-efficacy is positively related to cultural empathy. Keywords: social support, self-efficacy, socio-cultural adjustment, international students, Malaysia