Objectives This study aimed to assess relations of self-regulatory skill use with self-efficacy for exercise and appropriate eating, and the resulting change in weight associated with participation in a nutrition and exercise treatment supported by cognitive-behavioral methods.Methods: Adults with severe obesity (N = 95; mean BMI = 40.5 ± 3.9 kg/m2) participated in a 6-month exercise and nutrition treatment emphasizing self-regulatory skills. Changes in self-regulatory skills usage, self-efficacy, overall mood, and BMI were measured. Relations of changes in self-regulatory skill use and self-efficacy, for both physical activity and appropriate eating, were assessed, as was the possibility of mood change being a mediator of these relationships. Indirect effects of the variables associated with the present treatment on BMI change were then estimated.Results: For both exercise and appropriate eating, changes in self-regulation were associated with self-efficacy change. Mood change partially mediated the relationship between changes in self-regulation for appropriate eating and self-efficacy for appropriate eating. Self-efficacy changes for physical activity and controlled eating, together, explained a significant portion of the variance in BMI change (R2 = 0.26, p < 0.001). The total indirect effect of the treatment on BMI change was 0.20.Conclusion: Findings suggest that training in self-regulation for exercise and eating may benefit self-efficacy and weight-loss outcomes. Thus, these variables should be considered in both the theory and behavioral treatment of obesity. © 2010 Annesi and Gorjala; licensee BioMed Central Ltd.