Ill-health resulting from chronic stress is influenced by personality traits leading to different ways of appraising and coping with life's daily hassles. Using a large population sample the study aimed to investigate possible associations between perceived stress and the personality dimensions of neuroticism, extroversion, openness, agreeableness, and conscientiousness, and to explore the role of general self-efficacy (GSE). A population-based cross-sectional study was conducted at the Research Centre for Prevention and Health, Denmark, in 2006-2008. Men and women (N=3471) aged 18-69, were randomly sampled in the suburbs of Copenhagen. We used the NEO Five-Factor Inventory (NEO-FFI), Cohen's Perceived Stress Scale and the General Self-Efficacy Scale. Negative associations were found between perceived stress and extroversion, conscientiousness, agreeableness, and openness - the latter initially non-significant - whilst neuroticism had a positive association. The associations with agreeableness and openness became positive and significant, respectively, when GSE was included. All five personality-stress models were mediated by GSE, with extroversion and conscientiousness having the strongest mediating effect. The strongest stress-association was found for neuroticism. GSE was shown to change the impact and interpretation of the personality dimensions on perceived stress. These results indicate that GSE is an important factor to consider in the link between personality and perceived stress.