The purpose of this study was to develop a measure of proxy efficacy for use in group exercise contexts (e.g., aerobics classes) where participants engage in exercise under the direction of a group exercise leader (e.g., aerobics instructor). Three phases of research are reported. Phase 1 involved group exercisers as active agents in the generating of questionnaire items. In Phase 2, novice exercisers assisted in an item-trimming process and the questionnaire was further refined into a 17-item two-dimensional scale based on preliminary psychometric testing. In the third phase, proxy efficacy beliefs of novice female exercisers (
N= 70, average age = 21.09 years, SD= 5.11) were experimentally manipulated through exposure to different exercise group leadership and choreography styles. Results provide preliminary support for the Proxy Efficacy Exercise Questionnaire (PEEQ) as a measure that can provide valid and reliable scores representing women’s proxy efficacy beliefs in group exercise settings. Implications for future research in terms of furthering the construct validation process and potential contributions to understanding exercise adherence among novice exercisers are discussed.