Comprehensive research to unemployment clearly proved the negative health effects of losing one's job. As shown in different studies the self-efficacy expectations of a person can be connected to the experience of unemployment. In this study, we examine the correlation between unemployment, experience of complaints and expectations of self-efficacy. In the context of the 16th wave of the Saxonian profile study (Sachsische Langsschnittstudie) a sample of N = 420 persons were questioned (47,6 % male, 52,4 % female, middle age 29 years) in 2002. Standardized psychological instruments were used for measuring the experiencing psychological and physical complaints (SCL-9, HADS, GBB-24) and expectations of self-efficacy (SWE). A share of 29 % (120) test persons were unemployed for several times, 34 % (143) only once, and 37 % (157) young adults were never unemployed. The duration of unemployment varies from one to 76 month. Unemployed persons have lower expectations concerning their self-efficacy than never unemployed persons. The multifactorial analysis shows more complaints especially for persons with low self-efficacy. Unemployed persons with low self-efficacy expectations complain significantly more about body complaints than unemployed with higher expectations. Fear, depression, and global distress, however, showed no differences. Expectation of self-efficacy could be proven to be an important factor for experiencing complaints in connection with unemployment. Especially physical complaints, which are caused mostly psychosomatically, can be predicted by self-efficacy expectations. An efficient intervention could therefore exploit the fact that self-efficacy expectation can be trained.