Background: Exercise is considered a key component of rehabilitation for heart patients, yet adherence to exercise remains problematic. This study examined the role of socioeconomic status, patients' perception of control over their heart problem and self-efficacy beliefs on exercise during and after cardiac rehabilitation. Methods: A prospective design was used. Measures were assessed prior to beginning rehabilitation, at the end of rehabilitation, and 1 month post rehabilitation. Results: There were 107 participants (Mean age = 59 years; 85% men) enrolled in the rehabilitation program who completed the study. Regression analysis showed that initial exercise capacity and patients' perception of control over their heart problem prior to starting rehabilitation predicted exercise during the rehabilitation period. Patients scheduling self-efficacy beliefs at the end of the rehabilitation was the key predictor of exercise 1 month post rehabilitation. Conclusions: Findings support the role of multiple kinds of control beliefs, including conceptualising self-efficacy in terms of multiple dimensions. Further, there may be different motivational influences on exercise performed during rehabilitation than exercise performed after rehabilitation.