Exercise has been shown to reduce anxiety. However, many people find exercise programs difficult to maintain. Researchers are now identifying factors associated with exercise adherence including selfefficacy. Teaching these skills to people may be important for the use of exercise as an intervention in reducing levels of anxiety. This study monitored levels of anxiety over time among women undergraduate students who were involved in four exercise conditions. The results suggest that while physical activity is associated with significantly higher levels of physical self-efficacy, it is not as closely associated with lower levels of trait anxiety