Pandemic COVID-19 as a global crisis to public health generated great negative impacts on people's health, mental health and well-being. Quarantine and social distancing exacerbated social isolation, loneliness, and mental health issues. Especially, international students as a vulnerable population faced various challenges, including limited support and networks, financial stress, and difficulties for the remote learning. This quantitative study explored effects of self-efficacy, adaptability, stress, loneliness and social support on well-being. 186 international university students (98 men, 84 women) in Canada were recruited online, and assessed the scales of self-efficacy, adaptability, loneliness, social support, perceived stress, and demographic questions. Correlational analyses confirmed that self-efficacy significantly positively associated with adaptability, social support, well-being, and negatively associated with loneliness, and perceived stress. This empirical study confirmed that feelings of loneliness negatively predicted well-being, while social support as a protective factor and mediated the effect of loneliness on psychological well-being. It will be essential to help international students enhance their self-efficacy, adaptability and build stronger social support networks, ultimately reducing feelings of loneliness while studying abroad in Canada.