The ability to conduct scientific studies or research is the basic need for the development of knowledge in the era of this rapid expansion of a quality environment. Research self-efficacy is an individual discernment of their potential to structure and carry out relevant projects in a varied pattern. The present project was undertaken to assess coping self-efficacy of nursing undergraduates with their research projects to assess the level of understanding of research among the nursing undergraduates, to assess the level of copping self-efficacy of nursing undergraduates with research project & to find out the association between the level of understanding & coping self-efficacy among the undergraduates.The research approach was a survey by a structured questionnaire with a descriptive research design. The main study was conducted at SUM Nursing College, Bhubaneswar, with a sample size of 192, among 3rd year BSc Nursing students selected conveniently for two consecutive years, modified coping selfefficacy tools based on Bandura'stheory was used.There was moderate self-efficacy among students with their research projects item-based analysis is done with 15 items. Mean and the standard deviation was calculated. Mean ±2 S.D(28.23,25.71) shows that 95% of data lie within a moderate range of self- efficacy. While ‘complete knowledge about the objective of thesis’(p=0.001) and ‘capability of analysis of problem statement’(p=0.001) were the two parameters that show high coping self-efficacy among undergraduates.This study found that there was moderate self-efficacy which can be increased by the interest of the students. It is of utmost importance that the nursing undergraduates get adequate and appropriate guidance as they will be able to generate and implement evidence-based practice as they take professional responsibility and also for the application of the learned skill in higher education, which in the long run will collaborate to the body of knowledge and practice.