Despite the many important benefits of leisure-time physical exercise on health, many Americans do not engage in exercise. This is more the case for the African-American population. This study assesses the impact of efficacy cognitions on leisure-time physical activity (LTPA) in an African-American sample. Our findings show that LTPA is predicted by the sense of efficacy in this African-American sample. Further analyses address significant factors in the prediction of the sense of efficacy. We find that the general sense of mastery predicts efficacy in this African-American sample. This may be especially significant for the African-American population. Also, analysis reveals surprising findings concerning characteristics predictive of efficacy cognitions. The highly educated are least likely to believe in the efficacy of preventive health behavior.