Dishman (2001) has described the need to better understand the “natural history” of exercise patterns and how they are developed and maintained. To that end, this investigation examined the level of association of stage of exercise (Transtheoretical Model) with exercise identity and exercise efficacy. Theory suggests that exercise identity and exercise efficacy should explain progression and maintenance of exercise behavior in later stages of the change process. Data were collected from 586 law enforcement personnel of a state Department of Public Safety during annual physical exams at the university fitness clinic. Ninety-eight per cent of the survey participants self-identified as Caucasian and 95% were male. Average age was 37.8 years with a range of 22 to 63 years. Stage of exercise behavior was assessed using a five-item instrument related to regular exercise behavior and intentions (Marcus, Selby, Niaura, & Rossi, 1992). Exercise identity was measured by the sum of nine Likert-type items (Anderson & Cychosz, 1994) designed to measure the extent to which exercise was descriptive of the concept of self (alpha=.95). Exercise efficacy (Marcus, et al., 1992) was assessed by the sum of seven Likert-type items designed to measure confidence in one’s ability to overcome barriers to exercise participation (alpha=.83). A MANOVA revealed a statistically significant exercise stage effect (Wilks’ Lambda=.62, F(6,1092)=48.43, p<.001). Univariate results for exercise stage were significant for both exercise identity, (F(3,546)=72.24, p<.001) and exercise efficacy (F(3,546)=69.35, p<.001). A stepwise regression analysis was performed with exercise stage as the dependent variable and exercise identity, exercise efficacy and age as predictor variables. Results indicated that exercise identity and exercise efficacy were significantly associated with exercise stage (R2=37%). Exercise identity score entered first and explained 28% of the variance in exercise stage. Exercise efficacy entered next and made a statistically significant addition of 9%. These data provide insight into the sociopsychological process underlying maintenance and expansion of exercise activities. These data suggest that Exercise Identity increases through the change process, peaking in the “maintenance” stage. This is consistent with the theory that the development of this social identity and self-perceptions of exercise efficacy may combine to sustain and perpetuate behavior. These data suggest that program efforts directed at developing these self-perceptions may be natural, perhaps even a necessary element in the process of persisting in exercise behavior.