The Indirect Effect of Future Anxiety on the Relationship between Self-Efficacy and Depression in a Convenience Sample of Adults: Revisiting Social Cognitive Theory

Background/Objectives: Depression and anxiety are prevalent disorders, particularly during emerging adulthood. Uncertainty about the future, exacerbated by unstable times, can lead to heightened future anxiety in this group. This study aimed to examine the complex associations of depression symptoms, future anxiety, and self-efficacy in adults from Poland. Additionally, we investigated age and gender differences in depression symptoms, future anxiety, and self-efficacy. Methods: A cross-sectional online survey study was performed in 2023 in Poland using snowball sampling. A convenience sample of 284 adults participated in this study, ranging in age between 18 and 65 years old (M = 32.18, SD = 11.87), including 95 men (33.45%) and 189 (66.55%) women, and also 157 (55.63%) emerging adults (18–28 years old) and 126 (44.37%) middle-aged adults (29–65 years old). The Patient Health Questionnaire (PHQ-9), Dark Future Scale (DFS-5), and Generalized Self-Efficacy Scale (GSES) were used to measure depression, future anxiety, and self-efficacy, respectively. Results: A 2-way ANOVA showed that both emerging adults and women scored significantly higher in depression symptoms and future anxiety than middle-aged adults and men, respectively. Furthermore, women scored lower in self-efficacy than men. Analyses revealed that there was a positive correlation between depression and future anxiety. Self-efficacy was negatively correlated with depression and future anxiety. Self-efficacy and future anxiety accounted for 48% of depression variance, controlling for age and gender. Future anxiety was found to be a partial mediator of the relationship between self-efficacy and depression. Conclusions: This study significantly advances the understanding of mental health in adults, grounded in social cognitive theories, revealing that low self-efficacy heightens future anxiety, thereby exacerbating depression symptoms in the Polish adult population, independent of age and gender. Emerging adults and women need psychological support to reduce depression and future anxiety. Women, in particular, should be the main focus of interventions to boost self-efficacy. Implementing targeted preventive measures and support systems can mitigate the challenges faced by emerging adults and women.