Stress urinary incontinence is most common type in urinary incontinence. Most women had been suffering with stress urinary incontinence for more than a year in the community without seeking medical help. Under the assumption that stress urinary incontinence will be treated or improved by keeping PFM exercise with his/her continence confidence, this study was conducted. This study examined Continence self-efficacy effect on PFM exercise adherence. Subject were in 48 women aged 20 to 75 years with stress urinary incontinence and were recommended by their doctor to attempt PFM exercise as one treatment method.. Data were collected by self-administered report using Continence Self-Efficacy Scale, PFM exercise adherence check sheet. Telephone support was used as a method of CEIP to increase Continence self-efficacy. Continence self-efficacy score was higher in the intervention group than in control group (T=-3.23, P<.01), PFM exercise adherence was better in the intervention group than in control group (T=-4.03, P<.001). Through this research, it was also found that there were three types in attitude toward treatment; those who want to be treated completely, those who want to be relieved, and those who think urine loss is no problem. It can be concluded that to increase Continence self-efficacy was useful to the PFM exercise adherence of women with stress urinary incontinence.