There is convincing evidence that targeting self-efficacy is an effective means of increasing physical activity. However, evidence concerning which are the most effective techniques for changing self-efficacy and thereby physical activity is lacking. The present review aims to estimate the association between specific intervention techniques used in physical activity interventions and change obtained in both self-efficacy and physical activity behaviour. A systematic search yielded 27 physical activity intervention studies for 'healthy' adults that reported self-efficacy and physical activity data. A small, yet significant (P < 0.01) effect of the interventions was found on change in self-efficacy and physical activity (d = 0.16 and 0.21, respectively). When a technique was associated with a change in effect sizes for self-efficacy, it also tended to be associated with a change (r(s) = 0.690, P < 0.001) in effect size for physical activity. Moderator analyses found that 'action planning', 'provide instruction' and 'reinforcing effort towards behaviour' were associated with significantly higher levels of both self-efficacy and physical activity. 'Relapse prevention' and 'setting graded tasks' were associated with significantly lower self-efficacy and physical activity levels. This meta-analysis provides evidence for which psychological techniques are most effective for changing self-efficacy and physical activity.