Self-efficacy has been proven to be an important part of health promotion activities to improve compliance in the implementation of health protocols (COVID-19 preventive behavior). This study was aimed to analyze the correlation of anxiety toward coronavirus disease 2019 (COVID-19), perceived social support, and self-efficacy in implementing health protocols among university staffs. A cross-sectional study was carried out to analyze self-efficacy of the implementation of health protocols among university staffs in a public university in Yogyakarta. A pre-tested questionnaire was used to collect data through Google form in May–June 2021. Data were analyzed using chi-square and logistic regression (p< 0.05). From the 230 participants, 61.74% had low self-efficacy in implementing health protocols. COVID-19 related anxiety (p= 0.002) and perceived social support (p= 0.001) were associated with self-efficacy in implementing health protocols. The results of the binary logistic regression indicated that these two factors affected self-efficacy by 10.1%, while other influences were 89.9%. Respondents with low-perceived social support were 3.7 times less likely to have low self-efficacy in implementing health protocols. The results highlight the importance of social support to enhance self-efficacy in the implementation of health protocols among university staffs.