Itch is the most common dermatological symptom and worsens with stress. The general belief of a person in their own ability to cope in stressful situations, known as self-efficacy, is relevant in the management of chronic diseases other than skin diseases. The aim of this study was to explore the association between perceived self-efficacy, itch and stress among late-stage adolescents. The study was cross-sectional and questionnaire-based. Information on psycho-social factors and skin symptoms among late adolescents was collected in a sample of the general population in Oslo, Norway. In this sample of 2,489 boys and girls, the prevalence of current itch was 7% among adolescents with high self-efficacy and low stress, and 17% among adolescents with low self-efficacy (p = 0.028). Adolescents with low self-efficacy under higher stress were twice as likely to report itch than those with high self-efficacy (30% vs. 15%, p = 0.072). In the adjusted logistic regression the report of current itch was significantly associated with low self-efficacy, with an odds ratio of 2.85 (1.71; 3.82). In conclusion, current itch was significantly associated with low self-efficacy among adolescents. Further clinical research is needed to determine whether improvement in self-efficacy could contribute positively to the management of patients with itch.