This longitudinal study investigated the effects of a mastery motivational climate in physical education (PE) classes on 2x2 achievement goal orientation and dominance, self-regulated learning (SRL), and physical activity (PA) in leisure time. A total of 408 (264 women, 144 men) university students were randomly assigned to two groups: experimental and control. For 12 weeks (24 one-hour sessions), the experimental group received an intervention programme based on TARGET model, which emphasized a mastery climate. The control group carried out the same content but without highlighting such strategies. By means of the structural equation model, true intraindividual change in relation to orientation to 2x2 achievement goals, SRL, and PA in leisure time was analyzed. An increase in different variables within the experimental group was confirmed, these being: (a) the orientation to and dominance of mastery-approach (MAp) goals at the expense of the remaining goals; (b) competences in SRL; and (c) moderate and vigorous levels of PA in their free time. In addition, intraindividual changes in the MAp goals were positively related to intraindividual changes in self-efficacy of learning, which, in turn, positively predicted intraindividual changes in PA, regardless of the group (experimental or control). Thus, the mastery climate increases the percentage of participants with a dominant MAp goal and can effectively help to promote regular habits of PA in free time, by mediation of self-efficacy in SRL.