This pilot study investigated the association of self-efficacy with enrollment in and compliance with an 8-week exercise trial. We compared self-efficacy levels of adults who were eligible but did not enroll (N=221) to those who enrolled (N=115) and enrollees who were compliant at the end of the study (N=66). Those in the top three self-efficacy quintiles had higher odds of enrollment (adjusted odds ratios (AOR)=2.61–2.82) and being compliant at the end of the trial (AOR=4.31–4.38) compared to those in the lowest efficacy quintile. These results demonstrated the theoretical association between self-efficacy and one’s choice of behavior.