The purpose of this study was to examine the direction of the effect between cohesion and collective efficacy in elite female handball teams. A total of 84 female handball players completed 2 questionnaires at 2 time periods during the competitive season (i.e., early and midseason). Relationships were examined across time at an individual level after statistically controlling for previous group performance. Regression analyses including the autoregressive influence indicated that early-season collective efficacy positively predicted variance in midseason individual attractions to the group-task (ATG-T) after controlling for early-season ATG-T scores. In elite female handball teams, findings only supported collective efficacy as an antecedent of task cohesion and suggested that coaches should promote strategies dedicated to foster athletes’ beliefs about their team efficacy.