When rational actors believe that their group can achieve its goals through collective action (i.e., when they have strong group efficacy beliefs), they should not participate in it because they expect little benefit from their own participation. Paradoxically, however, research shows that individuals are more likely to participate when their group efficacy beliefs are stronger. In contrast to approaches that explain this paradox by invoking different psychological mechanisms (e.g., group identity, group-based anger), we provide a novel efficacy-based explanation by introducing the notion of participative efficacy beliefs (i.e., beliefs that one’s own actions will "make a difference" to collective efforts aimed at achieving group goals). Three correlational studies supported the construct and predictive validity of participative efficacy beliefs across different samples and contexts. We discuss the theoretical and practical implications of this notion for the psychology of collective action and social change.