This study aimed to examine southern Chinese college student (N = 1983) stage of exercise behavior changes (SEBC) and their exercise self-efficacy (ESE). The SEBC and ESE scales were used to collect data. ANOVA was performed to investigate the differences in ESE by SEBC. Post Hoc Tukey tests were employed to determine which variables contributed to the differences. The data from the study indicated that those who maintained regular participation in exercise had significantly higher ESE than those who did not. It is concluded that improving college student ESE might lead to an increase in exercise. (Contains 2 tables.)