This study developed youth self-efficacy (SEPA) and proxy efficacy (PEPA) measures for physical activity (PA). Proxy efficacy was defined as a youth's confidence in his or her skills and abilities to get others to act in one's interests to create supportive environments for PA. Each spring of their sixth-, seventh-, and eighth-grade years, middle school students completed SEPA and PEPA questions and then, for 3 days, recalled their previous day's after-school PA. Exploratory and confirmatory factor analyses revealed a four-factor structure (SEPA for 1-3 days, SEPA for 5-7 days, PEPA-Parents, PEPA-School). Across study years, SEPA 1-3 days and 5-7 days increased and PEPA-Parents and PEPA-School decreased. Initial levels of PEPA-Parents and SEPA scales were associated with initial levels of PA. From sixth through seventh grade, changes in SEPA scales were associated with changes in PA. Studies should test whether interventions targeting self-efficacy and proxy efficacy influence PA.