Drawing on social cognitive theory, this study used a longitudinal cross-lagged panel design and a structural equation modeling approach to evaluate parenting self-efficacy's reciprocal and causal associations with parents' positive control practices over time to predict adolescents' conduct problems. Data were obtained from teachers, mothers, and adolescents in 189 Mexican American families living in the southwest United States. After accounting for contemporaneous reciprocal relationships between parenting self-efficacy (PSE) and positive control, results indicated that parenting self-efficacy predicted future positive control practices rather than the reverse. PSE also showed direct effects on decreased adolescent conduct problems. PSE functioned in an antecedent causal role in relation to parents' positive control practices and adolescents' conduct problems in this sample. These results support the cross-cultural applicability of social cognitive theory to parenting in Mexican American families. An implication is that parenting interventions aimed at preventing adolescent conduct problems need to focus on elevating the PSE of Mexican American parents with low levels of PSE. In addition, future research should seek to specify the most effective strategies for enhancing PSE.