Individuals with multiple sclerosis (MS) are more sedentary than the general population, increasing their propensity for reduced functional ability, mobility, and activities of daily living. Self-efficacy has been one of the most consistent determinants of physical activity across populations, including those with MS. However, no studies exist that have attempted to influence self-efficacy in MS patients, in an effort to improve physical activity participation. We conducted a three-month randomised, controlled trial (n=26), contrasting the effects of an efficacy-enhancement exercise condition and a control exercise condition on exercise adherence, well-being, and affective responses to exercise. Analyses indicated that individuals in the efficacy enhancement condition attended more exercise sessions, reported greater levels of well-being and exertion, and felt better following exercise than individuals in the standard care condition. Regardless of treatment condition, individuals with a stronger sense of exercise self-efficacy, who reported more enjoyment following the exercise sessions, demonstrated significantly greater adherence with the exercise program. We believe this to be the first empirical attempt to change physical activity behavior in persons with MS using a well-established theoretical framework to drive the intervention. Continued examination of self-efficacy as a determinant of behavior change in individuals with MS is needed.