Diabetes self-management education and support enhance self-efficacy and promote self-management behaviors essential for diabetes management. We investigated the mediating effect of self-efficacy on the association between diabetes education or care coordination and self-care activities. We surveyed a population-based sample of adults with type 2 diabetes (19–64 years of age) covered by Alabama Medicaid. We examined whether receipt of diabetes education or care coordination were associated with improvements in diabetes self-care activities. We then examined if improvements were mediated by self-efficacy. Models were adjusted for age, gender, race, education, insulin use, diabetes duration, and depressive symptoms. Results: A total of 1,318 participants were included in the study (mean age = 52.9 years, SD = 9.6; 72.5% female, 56.4% Black, 3.1% Hispanic). Diabetes education was associated with increases in self-care activity scores related to general diet, physical activity, glucose self-monitoring, and foot care; care coordination was associated with glucose self-monitoring. In addition, mediation analysis models confirmed that improvements in self-efficacy led to improved self-care activities scores, mediating the association of diabetes education and self-care activities. Conclusions: Diabetes education and self-efficacy were associated with better self-care. Receiving diabetes education led to a higher likelihood of engaging in self-care activities, driven in part by increases in self-efficacy. Future interventions that aim to improve diabetes self-management behaviors can benefit from targeting self-efficacy constructs and from the integration of diabetes education in the care coordination structure.