During the process of health behavior change, individuals pass different phases characterized by different demands and challenges that have to be mastered. To overcome these demands successfully, phase-specific self-efficacy beliefs are important. The present study distinguishes between task self-efficacy, maintenance self-efficacy, and recovery self-efficacy. These phase-specific beliefs were studied in a sample of 484 cardiac patients during rehabilitation treatment and at follow-up 2 and 4 months after discharge to predict physical exercise at 4 and 12 months follow-up. The three phase-specific self-efficacies showed sufficient discriminant validity and allowed for differential predictions of intentions and behavior. Persons in the maintenance phase benefited more from maintenance self-efficacy in terms of physical exercise than persons not in the maintenance phase. Those who had to resume their physical exercise after a health related break profited more from recovery self-efficacy in terms of physical exercise than persons who were continuously active. Implications for possible interventions are discussed.