One study purpose was to determine whether individuals classified with respect to consistency of exercise adherence and acute thinking tone differed on coping self-efficacy, decisional struggle, exercise intention, and affect. A second study purpose was to examine whether coping self-efficacy predicted struggle, intention, and affect. Participants were 160 healthy people (Mage = 25.6 years) exercising in fitness settings. Social cognitive, affect, and exercise consistency measures were obtained concurrently. A multivariate analysis indicated that positive thinkers experienced significantly lower decisional struggle and higher coping self-efficacy compared to negative thinkers. Further, consistent exercisers experienced significantly lower decisional struggle and higher coping self-efficacy, intention, and positive affect compared to inconsistent exercisers. Regression analyses indicated that coping self-efficacy significantly predicted decisional struggle and intention.