Background: Appalachian adolescents are at an increased risk for sedentary behavior; little research has addressed this concern. Purpose: This study examined adolescents' expectations for engaging in physical activity (PA), chiefly expectations for relaxation and fitness. Independent variables were self-efficacy expectations (SEEs) to overcome barriers to PA, body mass index (BMI), gender, and grade level. Methods: One thousand and twenty-four 9th (n=602) and 12th (n=422) graders, 520 females and 504 males, attending 11 high schools in a rural Appalachian region participated. Participant SEE, BMI, grade level, gender, and outcome expectations (OEs) for PA were determined via a self-report questionnaire. Results: Results of a multivariate analysis of variance indicated that gender, grade level, and SEE significantly impacted OE for PA. BMI was not related to PA expectations. The interaction of self-efficacy and gender as well as self-efficacy and grade level were significant. Discussion: Positive health messages supporting increased levels of involvement in PA for adolescents in rural Appalachian areas may encourage these youth to exercise more frequently. Translation to Health Education Practice: Future research assessing the impact of messages to improve SEE for PA on changes in PA and adolescents' attitudes toward engaging in PA will advance knowledge in the field.