Rural adolescents with asthma are a disparate group. Self-management is essential to asthma control. We describe asthma knowledge, self-efficacy, and self-management behaviors among 198 rural adolescents with poorly controlled asthma, exploring demographic differences; we also test the application of Social Cognitive Theory to asthma self-management examining if self-efficacy mediates associations between knowledge and self-management. Asthma knowledge and self-management were relatively poor in our sample, particularly among male and White adolescents; greater knowledge was significantly associated with better symptom prevention and management. Self-efficacy partially mediated the association between knowledge and symptom prevention, but not acute symptom management, suggesting that knowledge may not improve symptom prevention behaviors without confidence to implement such behaviors and that factors beyond knowledge and self-efficacy likely play a role in asthma self-management in this population. Addressing asthma knowledge and self-efficacy could improve self-management and, ultimately, enhance asthma control among rural adolescents with poorly controlled asthma.