The purpose of this study is to closely examine the effect of exercise behavior change of casino securities on their Self-efficacy. This observation takes place in casino enterprises in the whole country. Within these areas, we set the selected employees as the targeted sampling unit, we extracted the specimen, using the stratified cluster random sampling with the quota sampling, putting a weigh on the specimen of focused areas. Among 420 persons sampling unit, we have excluded 47 copied which seem to be insincere, and actually used 373 copies in this study. Evaluation forms are used as a study method; each form consists of continuance 5 points Likert scales and nominal/proportional scaling and used after excluding a test through the analysis of validity and reliability. After encoding and inputting the framing completed data along with each purpose, it was computerized by computer process, making use of SPSS 15.0 version. Through the data analysis according to these methods and procedures, the result on this study is described below. First, the exercise behavior change process the self-efficacy according to socio-demographic characteristics make a difference. Second, the self-efficacy according to socio-demographic characteristics make a difference. Third, the exercise behavior change process influence on the self-efficacy.