Changes in social cognitions targeted within a group-based mentoring program for adolescent girls were examined as predictors of changes in physical activity (PA) and dietary behavior (in two separate models) over the course of the 7-week program. Data were collected from 310 participants who participated in the program. Multilevel path models were used to assess changes in psychosocial variables predicting changes in behavioral outcomes from pre- to post-program. Analyses revealed that 24.4 and 12.3% of the variance in increases in PA and dietary behavior, respectively, was explained by increases in affective and instrumental attitudes, self-regulatory efficacy (SRE), and intentions. Increases in intentions partially mediated the effects of increases in SRE and affective attitudes on increases in PA behavior. In relation to improvements in dietary behavior, increases in intentions and SRE directly predicted improvements in dietary behavior. These findings suggest potential psychological mechanisms through which a group-based mentoring program may lead to changes in adolescent girls' health-enhancing PA and dietary behaviors.