Individuals with substance use disorders (SUDs) are at high risk of suicidal behaviors, highlighting the need for an improved understanding of potentially influential factors. One such domain is self‐efficacy to manage suicidal thoughts and impulses. Psychometric data about the Self‐Efficacy to Avoid Suicidal Action (SEASA) Scale within a sample of adults seeking SUD treatment (N = 464) is provided. Exploratory factor analysis supported a single self‐efficacy construct. Lower SEASA scores, or lower self‐efficacy, were reported in those with more severe suicidal ideation and those with more suicide attempts, providing evidence for convergent validity. Implications of measuring self‐efficacy in the context of suicide risk assessment are discussed.