The aggregation of measured social cognitive beliefs to form scales is a common procedure in physical activity research. In this paper, we propose that specific beliefs may actually have unique associations with physical activity, which are obscured by the practice of aggregation. Further, we point out that beliefs may be related in a more complex manner than the theory behind scale aggregation. Both of these factors are interpreted in terms of limiting physical activity intervention efforts. Therefore, the purpose of this study was to examine alternatives to summative scales of physical activity beliefs using structural equation modeling. Demonstrations were performed using belief-based constructs of self-efficacy, pros and cons with a large Canadian random sample (N = 683) over three, 6-month time points. Results demonstrated that items of belief-based scales are multidimensional and that a correlated belief structure fit the observed data better (P < 0.05) and explained more variance in vigorous physical activity (an additional 6-7%) than aggregated scales. Finally, a causally ordered structure among beliefs was supported, suggesting that items within a scale may be linked causally rather than as indicators of a higher-order latent variable. Implications for future research and physical activity interventions are discussed.