Objective: To examine the relationship between self-efficacy and not wanting help to change health behaviors. Method: All employees in the Danish police department were invited to respond to an electronic questionnaire. All respondents expressing a desire to change health behaviors in relation to smoking ("n" = 845), alcohol ("n" = 684), eating ("n" = 4431), and physical activity ("n" = 5179) and who subsequently responded to questions on self-efficacy were included. Results: Both the bivariate and multiple regression analyses showed that all four specific self-efficacy scores were positively related to reporting that one did not want help. Conclusion: A high belief in one's own ability to change lifestyle behaviors in relation to smoking, alcohol, eating, and physical activity may lead to avoidance of help offers in a workplace setting.