The double empathy problem proposes a lack of shared understanding between autistic and non-autistic people leads to interaction difficulties between them. Social self-efficacy (confidence in one's social abilities) makes an important contribution to social interactions. Research has shown that autistic people show a social identity (one's sense of self based on membership of social groups) with other autistic people, and this impacts positively on well-being. In addition, research shows that autistic people have a number of social identities. This study aims to understand whether social self-efficacy relates to mental well-being in autistic adults, and whether social identity plays a role in this relationship. A total of 512 autistic adults completed measures of social self-efficacy, social identity, mental well-being and autistic traits. In-group social self-efficacy was found to be higher than out-group social self-efficacy. Second, in-group social self-efficacy was positively associated with well-being. Finally, social identity did not mediate the relationships between social self-efficacy and mental well-being. These findings suggest social self-efficacy may relate to the nature of the group one interacts with. The findings support further research into the relationship between social self-efficacy and well-being, as well as using the double empathy problem as a framework for further investigations in other social groups.