This exploratory study examines parents' views of their parenting self-efficacy and children's behaviour during the first wave of the COVID-19 pandemic in Greece. One hundred and fifty-nine parents whose children were 3-5 years old completed an online survey. The Short-Form of the Self-Efficacy for Parenting Tasks Index-Toddler Scale (SEPTI-TS) and the Strengths and Difficulties Questionnaire (SDQ) were used to assess parents' self-efficacy and children's behaviour problems, respectively. Data were collected from the 1st of April to the 31st of May 2020. Results from the descriptive statistical analysis revealed that young children did not show any behavioural challenges during this period, whereas parents experienced low levels of self-efficacy for their parenting skills, especially on discipline and routines. The results from MANOVA analysis demonstrated that a child's total difficulties score impacted on a parent's self-efficacy. The findings suggest that intervention programmes and policies that focus on parents' support can enhance parents' self-efficacy during times of crisis.