Studies reveal that the more efficacious people feel in their ability to combat climate change, the more threatened they feel by it. This positive correlation deserves unpacking, given that classic theories position efficacy beliefs as coping appraisals that help manage threats. First, we tested whether the relationship is an artefact of overlap with a latent variable that is implicated in both threat and efficacy: “green” identity. Second, we tested whether efficacy perceptions are (partly) motivated cognitions designed to ameliorate helplessness in the face of threat. Study 1 (N=4345 Australians) replicated the positive correlation between threat and efficacy, and showed that the relationships remained after controlling for green identity. Direct evidence for motivated control was found in Study 2 (N=212 Americans): Participants who read a high-threat message reported more (collective) efficacy than did those who read a climate change message that downplayed threat. Implications for theoretical models of control are discussed.