International students are featured by having to rebuild social relationships and cope with various sojourn-related challenges in the host society. Therefore, the social use of social media and coping self-efficacy can be constructs that are highly relevant to this population and may facilitate their sociocultural adjustment, but no prior study examines their relationships. The present study aimed to fill in the research gap by conducting a three-wave longitudinal study to investigate their reciprocal links, as well as the mediating role of coping self-efficacy, among international students in China. Results from cross-lagged panel analyses revealed the unidirectional links from prior social use of WeChat (i.e., a popular social media in China) to subsequent coping self-efficacy and from prior coping self-efficacy to subsequent sociocultural adjustment, as opposed to the bi-directional links. Furthermore, coping self-efficacy was found to longitudinally mediate the link from prior social use of WeChat to subsequent sociocultural adjustment.