To helping address the global pandemics of obesity and chronic diseases further research should be conducted on understanding why people (e.g., regular exercisers) participate in and maintain regular exercise over the long term. Past research has shown that vested interest — the perceived hedonic relevance of an attitude object — can promote behaviour change. Critically though, no research to date has explored the role of vested interest in exercise. Thus, we examined the relationship between attitudes, vested interest and exercise intentions and behaviour by exploring the effect of vested interest on exercise engagement (intentions and marathon performance) through self-efficacy. Two studies (N1 =
145; N2 = 53) show that: a) individuals holding high levels of vested interest would exercise even if their attitude toward exercising is negative; b) the effect of vested interest on exercise intentions occurs both directly and indirectly via self-efficacy; and c) the effect of vested interest on exercise engagement and maintenance (marathon performance) occurs indirectly via self-efficacy. According to our novel findings, vested interest represents an overlooked social-psychological dimension that could play an important role in promoting healthier lifestyles and should be investigated more consistently to better understand the psychological, social and behavioural aspects of sport and exercise. Indeed, interventions could target inactive and active people alike by focusing on increasing perceptions of the vested implications of exercising, hence stakeholders might consider using the findings of this research to design and implement prevention campaigns and behaviour change interventions that could target communities’ cardiorespiratory and metabolic fitness, health and wellbeing.