One of the most frequently identified psychosocial correlates with adherence to physical activity (PA) and exercise is the individual's perception of personal capability or self-efficacy (SE: Bandura, 1986, 1997). It is well known that SE perceptions are influenced by, or influence, the PA and exercise participation. To date, a wide variety of SE scales have been developed and applied in studies of PA and exercise. In this review, we consider the extant literature dealing with the influential roles of SE in relation to PA and exercise for healthy people. We first provide a brief overview of SE roles in Social Cognitive Theory developed by Bandura. Second, three types of SE scales (task, barrier, and general) are surveyed in PA and exercise participation, which examine different modes of SE. Task SE refers to measures directed at the assessment of beliefs regarding subjects' capabilities to successfully engage in incremental bouts of PA and exercise. Barrier SE is used to typically assess beliefs in capability to overcome social, personal and environmental barriers to doing PA and exercise. General SE is examined as more general measure of the efficacy construct due to its general-ization to PA and exercise. After each review, we discuss some measurement-related issues related to the development of SE scales to the PA and exercise domain: level and strength, item number and content, and reliability and validity. Finally we conclude with some recommendations for future considerations in the measurement of self-efficacy.