The primary purposes of this study were to examine whether the attribution–intention link was mediated by self-efficacy and whether the attribution–behavior link was mediated by self-efficacy. As a secondary purpose, we examined whether the attribution–behavior link was mediated by exercise intentions. These relationships were tested prospectively at multiple time points. Participants were 260 adult exercisers (M age=32 years) enrolled in 12 weeks of structured exercise classes. Social cognitive measures were assessed at early and midprogram; attendance was tracked for the first and second half of the program. Hierarchical multiple regression procedures indicated support for self-efficacy as a mediator of the relationship between attributions and behavior. Secondary analyses revealed support for intention as a mediator of the attribution–behavior relationship. Finally, additive relationships in support of social cognitive theory also were detected. The attribution/self-efficacy/behavior link is important for adherence interventions and should be investigated further in both asymptomatic and symptomatic populations.