© 2018 Consortium of Multiple Sclerosis Centers. Background: There is a growing body of evidence that physical activity (PA) improves symptoms of multiple sclerosis (MS). Despite the benefits of PA, people with MS are relatively inactive compared with their healthy counterparts. This study investigated associations between social cognitive theory (SCT) constructs and energy expenditure (EE) as an objective measure of PA in a sample of inactive people with MS. Methods: Participants (n = 65) completed several questionnaires and were assessed using standardized outcome measures as part of a cross-sectional analysis of baseline data from a randomized controlled trial (Step it Up). Results: The bivariate correlation analysis indicated that of all SCT constructs, only exercise self-efficacy was significantly correlated with EE (r = 0.297, P = .022). Multiple linear regression analysis found that exercise self-efficacy independently explained 9% of the variance in EE (R2 = 0.088). A model including exercise self-efficacy, exercise goal setting, exercise planning, and exercise benefits explained 17% of the variance in EE (F4,54 = 2.741, P = .038, R2 = 0.169). In this model, only exercise self-efficacy was significantly associated with EE scores (Exercise Self-Efficacy Scale ß = .320, P = .016). Conclusions: The constructs of SCT explained little of the variance of objectively measured PA in a sample of inactive people with MS who volunteered for an exercise trial. The only significant variable was exercise self-efficacy, which confirms the importance of enhancing it through PA interventions.