Type D personality is associated with health-damaging behaviours among the general population. This study assessed the relationship between Type D personality, physical activity and self-efficacy. A total of 189 participants completed measures of Type D personality, physical activity and self-efficacy. Type D individuals had significantly lower levels of self-efficacy and engaged in significantly less walking and total exercise compared to non-Type D’s. Furthermore, self-efficacy fully mediated the relationship between Type D and physical activity. Low levels of self-efficacy may be one mechanism to help explain why Type D individuals engage in more disease-promoting behaviours.