Abstract: In order to improve the safety behavior of miners and reduce the occurrence of coal mine accidents, this paper aims to explore the influence of self-efficacy on the miners’ unsafe behavior, as well as to examine the moderating effects of perceived supervisor support based on social cognitive theory and social exchange theory. Through 149 valid questionnaires from a local coal mine in Shanxi Province and by the hierarchical regression method, it is found that self-efficacy has a significant positive impact on the safety compliance behavior and safety participation behavior and perceived supervisor support positively moderates the relationship between self-efficacy and safety behavior.