This study examined how cultural differences and efficacy perceptions influence the role of job control in coping with job demands. Perceiving higher control mitigated the effects of demands on psychological health symptoms and turnover intentions only among American bank tellers reporting high job self-efficacy. Among American tellers reporting low job self-efficacy, perceived control exacerbated the effects of demands. However, in a matched Hong Kong sample, collective efficacy interacted in the same way with control and demands as job self-efficacy had in the American sample. These differences appear to be explained by the individual attributes of idiocentrism and allocentrism that are linked to the societal norms of individualism and collectivism, respectively.