Individuals with multiple sclerosis (MS) are less physically active than nondiseased people. One method for increasing physical activity levels involves the identification of factors that correlate with physical activity and that are modifiable by a well designed intervention. This study examined two types of self-efficacy as cross-sectional and prospective correlates of objectively measured physical activity in 16 individuals with a diagnosis of MS. The participants completed two measures of self-efficacy and then wore an accelerometer for a 5-day period at baseline and then at 3 months follow-up. Self-efficacy for continued physical activity was associated with baseline and follow-up levels of physical activity. Self-efficacy for overcoming barriers was associated with follow-up levels of physical activity and change in physical activity across a 3-month period. Researchers should consider self-efficacy as a possible component of an intervention that is designed to increase physical activity levels in those with MS.