Self-efficacy was experimentally manipulated in an exercise context, and its effect on affective responses was examined. College women (N = 46) were randomly assigned to a high- or low-efficacy condition, and efficacy expectations were manipulated by means of bogus feedback and graphs depicting contrived normative data. The manipulation successfully influenced affective responses, with participants in the high-efficacy group reporting more positive and less negative affect than did the low-efficacy group. Efficacy was significantly related to feeling-state responses during and after activity but only in the high-efficacy condition. The results suggest that self-efficacy can be manipulated and that these changes are related to the affective experience associated with exercise. Such findings may have important implications for the roles played by self-efficacy and affect in exercise adherence.