This study explored the parenting self-efficacy of the parents of 18-month-old children in the context of Finnish maternity and child health clinics. This parenting self-efficacy was observed in relation with the relational continuity of care and parents' experienced loneliness and depressive symptoms. The relational continuity of care was provided by a public health nurse in maternity and child health clinics. The participating parents were drawn from the STEPS study that is being carried out by the Institute for Child and Youth Research at the University of Turku. The results showed that relational continuity of care provided by the same public health nurse in the maternity and child health clinics was associated with mothers' higher emotional loneliness and with lower scores on three dimensions of parents' parenting self-efficacy. Loneliness and depressive symptoms negatively influenced parents' parenting self-efficacy – however, in the case where the family had experienced relational continuity of care, the parents' higher levels of depressive symptoms had not weakened their parenting self-efficacy beliefs. These results are discussed in terms of organizing maternity and child health clinic services.