Background: This study examined the effectiveness of a birth preparation course on coping with childbirth among primigravid ultra-orthodox Jewish women in Israel. Methods: In total, 130 ultra-orthodox 25–35-week primigravid women were divided into a study (n = 100, participated in birth preparation courses) and a control (n = 30, did not participate in the courses) group. A questionnaire was delivered three times: T1—before the course/delivery, T2—two–three days after delivery, and T3—a month after delivery. Results: At T3, self-efficacy among the study group was higher than in the control group. Differences in self-efficacy were found over time regardless of the group (F(2,246) = 12.83, p < 0.001), as a time–group interaction effect (F(2,246) = 10.20, p < 0.01). Self-efficacy in the study group (Mean, M = 3.40, Standard deviation, SD = 0.63 at T1) dropped to M = 3.06, SD = 0.76 at T2 and rose to M = 3.34, SD = 0.64 at T3. In the control group, self-efficacy (M = 3.53, SD = 0.56 at T1) dropped to M = 3.26, SD = 0.63 at T2 and to M = 2.95, SD = 0.76 at T3. Discussion: The childbirth preparation course was found to be effective in raising self-efficacy among primigravid ultra-orthodox religious women when compared to the control group.