The Aim of this contribution is to present a new construct: filial self-efficacy, defined as the adolescent's perceived capability to establish an open communication, to manage negative emotional reactions in the relationship with the parents, and to influence their opinions and behaviors. A scale has been developed to measure this construct and two studies has been conceived to examine the internal and construct validity of filial perceived efficacy. The first study has been conducted on two samples of adolescents, respectively from Rome and Milan (Italy) with the aim of exploring the psychometric characteristics of the scale and its factorial structure. The second study has been conducted on a sample of adolescents from Rome with the aim of examining the relations of the scale with other variables related to family functioning and psychosocial adjustment. Results confirm the reliability and validity of the filial perceived efficacy scale and show the protective role of filial efficacy beliefs in family and social relations.