Lack of success with behavioral weight-management treatments indicates a need for a better understanding of modifiable psychological correlates. Adults with class 2 and 3 obesity (N = 183; Mean(BMI) = 42.0 kg/m(2)) volunteered for a 26-week nutrition and exercise treatment, based on social cognitive theory, that focused on self-efficacy and self-regulation applied to increasing cardiovascular exercise and fruit and vegetable consumption. Improved self-efficacy for controlled eating significantly predicted increased fruit and vegetable consumption (R(2) = .15). Improved self-efficacy for exercise significantly predicted increased exercise (R(2) = .46). When changes in self-regulatory skill usage were stepped into the 2 previous equations, the variances accounted for significantly increased. Increases in fruit and vegetable consumption and exercise significantly predicted weight loss (R(2) = .38). Findings suggest that behavioral theory should guide research on weight-loss treatment, and a focus on self-efficacy and self-regulatory skills applied to specific nutrition and exercise behaviors is warranted.