A sample of 138 university students across Japan (45), Lithuania (50) and USA (43) were surveyed in order to compare their cultural orientations, self-efficacy and perceived stress levels. It was predicted that cultural orientations might differently affect participants’ levels of perceived stress and self-efficacy. Specifically, collectivists would have higher levels of stress and lower levels of self-efficacy in comparison with individualists. This study found that US students scored higher on individualistic scales, self-efficacy, and lower on perceived stress. In contrast, Lithuanian students had lower results on individualistic scales, self-efficacy, and higher on perceived stress. Lastly, Japanese students had significantly different results in comparison with Americans and in some cases with Lithuanians, scoring higher on collectivistic scales, perceived stress, and lower on self-efficacy. The implications of these results require an explanatory examination of the relationship between self-efficacy, stress and cultural orientation.