This study investigated the effects of a brief tailored intervention on self-efficacy beliefs and exercise energy expenditure in active and inactive overweight and obese women. Participants were randomly assigned to either control (N = 50) or intervention (N = 47) conditions, and their exercise self-efficacy was assessed three times over a 12-week period. Results showed that the intervention increased schedule, physical, exercise-worries efficacy, and energy expenditure in the previously inactive group. The results suggest that self-efficacy interventions are effective at increasing exercise energy expenditure in inactive overweight and obese women.