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Objective: The purpose of this study was to apply Bandura’s (1998) social–cognitive theory to understand preoperative exercise and walking behavior in a sample of individuals waiting for total joint replacement (TJR) surgery. Method: Participants (N = 78) were individuals waiting for TJR who completed measures of the social–cognitive theory, e.g., barrier efficacy, task efficacy, outcome expectancy, self-regulation, neighborhood walking environment, WOMAC-pain, WOMAC-physical function (Western Ontario and McMaster Universities Arthritis Index; In N. Bellamy, W. W. Buchanan, C. H. Goldsmith, J. Campbell, & L. W. Stitt, Validation study of WOMAC: A health status instrument for measuring clinically important patient relevant outcomes to antirheumatic drug therapy in patients with osteoarthritis of the hip or knee, The Journal of Rheumatology, 1988, 15, pp. 1833–1840) framed for exercise and walking. Results: Independent t tests suggested no differences (p > .05) between type of surgery (hip vs. knee), gender, or age for exercise and over half of the sample was considered inactive (55%; American Geriatrics Society, 2001). Overall, social–cognitive theory failed to explain exercise in this sample; only pain (β = −.31) explained exercise behavior. When walking behavior was considered specifically, however, task efficacy for walking (β = .55) and self-regulation (β = .24) explained 32% of behavior. social cognitive theory showed limited capability in predicting exercise in this sample but strong capability for explaining walking. Conclusion: When considering exercise before TJR surgery, our findings reflect the significance of the pain associated with advanced osteoarthritis and the negative impact on preoperative exercise behaviors. As walking was the most commonly reported type of exercise, results from this study suggest that task efficacy for walking and self-regulation may play an important role when considering interventions aimed to increase walking behavior before TJR.