Physical activity and psychological stress were hypothesized to improve more in participants with high self-efficacy than in those with low and medium self-efficacy, after a one-week intervention. 39 female university students participated. The intervention had two steps: a lecture on self-monitoring and goal setting (160 min.) and a one-week pedometer intervention. Analyses were conducted on tertile groups according to self-efficacy at baseline. Pedometer step counts were higher in the high self-efficacy group than in the low self-efficacy group after intervention. Helplessness decreased time dependently after intervention only in the high-self-efficacy group. Because physical activity improved more in the high self-efficacy group after a one-week intervention, one hypothesis was supported.