The goal of this study was to examine the relationship between three parenting styles (warmth, rejection, and overprotection), coping efficacy and risk-taking behavior in Chinese young adults. A total of 719 subjects completed three instruments: the Egna Minneu av Bardndosnauppforstran, the Coping Efficacy Questionnaire and the Adolescent Risk-Taking Questionnaire. Structural equation modeling results showed that maternal warmth (negatively) and rejection (positively), but not overprotection, correlated with risk-taking behavior via coping efficacy, whereas paternal rejection and overprotection (positively), but not warmth, correlated with risk-taking behavior via coping efficacy. These results suggest that parenting styles indirectly associate with risk-taking behavior through coping efficacy in young adults.