"You can apply the concept of self-efficacy -- the belief that one is capable of performing in a certain manner to attain certain goals -- to every single health behavior," study leader Edward McAuley of the University of Illinois said in a statement.
"People who are more efficacious tend to approach more challenging tasks, work harder and stick with it even in the face of early failures."
Those lacking self-efficacy often won't even try to start a new routine, or will quit at the earliest sign of difficulty, McAuley said.
However, all is not lost for those with low self-efficacy, because research shows there are ways to increase confidence in relation to specific goals via remembering previous successes, observing others doing something daunting and enlisting others' support, McAuley said.
The researchers' results are based on cognitive tests on 177 men and women in their 60s and early 70s.
The study, published in the American Journal of Preventive Medicine, found two executive function skills -- the ability to multitask and to inhibit undesirable responses -- significantly contributed to adherence to exercise by increasing self-efficacy.