Dietary planning is supposed to mediate between intentions and dietary behaviors. However, if a person lacks self-efficacy, this mediation might fail. A cross-sectional study in Costa Rica and a longitudinal study in South Korea were designed to examine the moderating role of self-efficacy in the intention–planning–behavior relationship. Intentions, planning, self-efficacy, dietary behaviors, and baseline diet were assessed. Study 1 included 245 women; Study 2 included 358 women. Moderated mediation models were specified in which planning served as a mediator between intentions and behavior. Self-efficacy was specified as a moderator of the intention–planning–behavior relationship. Intentions were translated into dietary behavior by planning. However, levels of self-efficacy moderated this mediation process: The strength of the mediated effect increased along with levels of self-efficacy, even when accounting for baseline dietary behaviors. For planning to mediate the intention–behavior relation, people must harbor sufficient levels of self-efficacy. If they lack self-efficacy, either intentions are not well translated into planning, or planning is not well translated into behavior. Further research needs to clarify under which circumstances the moderator effect of self-efficacy operates in the first phase or the second phase of the mediation process.