This descriptive study aims to examine English as a Foreign Language (EFL) students' experiences in a study abroad context and the adaptation strategies they use to deal with academic and socio-cultural challenges. It also aims to show how the students' experiences and resilience affect their self-efficacy. The data are collected from nine Algerian female students who were enrolled in a doctoral program at the University of Jordan at the time of data collection. Face-to-face interviews and a self-efficacy scale were used to collect data from the participants. The findings reveal that the student participants faced many academic and socio-cultural challenges in the target context but managed to overcome them using adaptation strategies such as familiarizing themselves with the new teaching context and developing their self-efficacy. The results obtained from the self-efficacy scale show that most of the students developed a sense of self-efficacy, and that their study abroad experiences positively affected their level of self-efficacy.