Background: Self-efficacy is an important predictor of health behaviour change. Within the health action process approach (HAPA; Schwarzer, 2008), motivational and volitional self-efficacy can be distinguished. Motivational self-efficacy is assumed to serve as predictor of intention formation whereas volitional self-efficacy should be relevant for behaviour change. This study examined these assumptions in a sample with overweight and obese individuals. Moreover, we tested whether behavioural intentions moderate the association between volitional self-efficacy and behaviour. Methods: Overall, 373 overweight and obese individuals completed a baseline and six months later a follow-up questionnaire on HAPA variables and dietary behaviour. Results: A factor analysis confirmed the phase-specific separation of self-efficacy. Motivational self-efficacy emerged as predictor for behavioural intentions over and above other HAPA variables after six months, whereas volitional self-efficacy did not. Volitional self-efficacy interacted with intention in the prediction of behaviour, indicating that volitional self-efficacy is only beneficial for individuals with high levels of intentions. Conclusions: The results provide evidence for the phase-specific distinction of self-efficacy in the context of dietary change in an overweight or obese sample. Thus, differentiating between motivational and volitional self-efficacy beliefs should be considered when developing future interventions of dietary change.