Among other goals, the Chronic Disease Self-Management Program (CDSMP) is designed to improve self-efficacy of the chronically ill. However, a substantial proportion of the enrollees often leave CDSMPs before completing the program curriculum. This study examines factors associated with program attrition in a CDSMP implemented in a community setting. We used data from the Our Pathways to Health program, implemented in Humboldt County, California, from 2008 to 2011. Our conceptual framework is based on Bandura’s self-efficacy theory, and we used logistic regression to investigate whether baseline self-efficacy and other members’ efficacy are associated with participants dropping out of the CDSMP. Twenty-three percent of the participants did not complete the program similar to previous studies. Lower baseline self-efficacy increased the odds of dropout, but other members’ efficacy was not associated with differential odds of dropout. Age, educational difference between the individual and the group, weekday sessions, and social/role activity limitations are also found to be associated with program attrition. Our results suggest that participants with low starting self-efficacy may need extra help to complete the program. Further research is needed to understand how to effectively provide additional support to this group.