This article describes the influences of social context on women's health behavior through illustration of the powerful influences of social capital (the benefits and challenges that accrue from participation in social networks and groups) on experiences and perceptions of self-efficacy. The authors conducted inductive interviews with Latino and Filipino academics and social service providers and with U.S.-born and immigrant Latinas and Filipinas to explore direct and indirect influences of social context on health behaviors such as mammography screening. Iterative thematic analysis identified themes (meanings of efficacy, spheres of efficacy, constraints on efficacy, sources of social capital, and differential access to and quality of social capital) that link the domain of social capital with the behavioral construct perceived self-efficacy. The authors conclude that social capital addresses aspects of social context absent in the current self-efficacy construct and that these aspects have important implications for scholars' and practitioners' understandings of health behavior and intervention development. (Contains 1 figure.)