This study investigated the relationship between perceived worry and self-efficacy, with particular attention to job role in Australian school counsellors working in the New South Wales (NSW) Department of Education. Ninety-eight school counsellors (N = 98, M[subscript age] = 44.97, SD[subscript age] = 10.89; 92% female) comprised the sample group, stratified across three job roles: Senior Psychologist Education, School Counsellor, and School Counselling in Training. Data collection tools were the Penn State Worry Questionnaire and the Psychologist and Counsellor Self-Efficacy Scale. Data were analysed using the Pearson product-moment correlation and a multivariate analysis of variance (MANOVA). We found a weak negative association between perceived worry and self-efficacy of significance (p = 0.018). Findings demonstrated a significant effect (p < 0.001) of job role on the combined dependent variables although the effect was small. Examination of the between-subjects effects demonstrated that role had a significant effect for self-efficacy, but not for worry. Post-hoc analyses showed that individuals in roles of seniority reported higher self-efficacy and lower perceived worry when compared with counsellors in training. Future studies would likely benefit from a more comprehensive consideration of demographic data to ascertain other variables that may be contributing to levels of worry and self-efficacy.