Online testing is one of the most worrying problems for learners for unforeseen reasons. This research aimed to investigate the influence of online anxiety on self-efficacy under the moderating effect of coping in private universities in Vietnam. The study used a random survey method to survey 344 students in eleven universities in Ho Chi Minh city This study uses a convenience sampling method. The results showed that online anxiety had a positive effect on self-efficiency, coping had a positive effect on self-efficiency, and coping had a moderator in this relationship. Research results contribute to the theoretical basis of the relationship between online anxiety, coping, and self-efficiency.