This study aimed to seek evidence of validity for the Self-Efficacy Scale for Emotional Regulation (SESER) using the relationship with the Emotional Self-Regulation Scale (ESRE) and the Social Self-Efficacy Scale (SSES). Participants included a total of 549 students aged between 13 and 23 years old (M = 16.82, SD = 1.551) from the Brazilian municipalities of Belém (72.7%, n = 399) and Rio de Janeiro (27.3%, n = 150). They responded to SEERS and two other instruments, one that assessed emotional self-regulation in the face of sadness (Emotional Self-Regulation Scale - ESRS) and another that assessed social self-efficacy (Social Self-Efficacy Scale - SSE). The results indicated that emotional self-regulation showed higher rates of prediction for emotion regulation self-efficacy than for social self-efficacy, although both constructs generated significant coefficients. The findings corroborate the literature, confirming the evidence of validity for the Self-efficacy Scale for Emotional Regulation and are discussed in the light of theoretical assumptions.