Increased physical activity may be associated with reduction in negative affect or increase in emotional self-efficacy, defined as one’s confidence to cope with negative affect, though these hypotheses have not been adequately empirically tested in individuals with anxiety-related disorders. We aimed to examine bi-directional associations among physical activity, negative affect, and emotional self-efficacy.

Data were collected from adult patients receiving cognitive behavior therapy (CBT) for anxiety (N = 35). Participants were provided with a Fitbit and completed ecological momentary assessment throughout their CBT, up to 20 weeks. We examined bi-directional relationships using linear mixed-effect models.

Greater physical activity (steps) were significantly associated with same-day anxiety reduction and next-week depression reduction. Increased emotional self-efficacy was significantly associated with average physical activity in the next week.

Physical activity may bring direct emotional benefits for individuals receiving CBT for anxiety disorders. Clinicians should consider explicitly encouraging patients to increase physical activity after consulting with their physician as needed, through basic strategies like walking, and emotional self-efficacy could be a targeted precursor to encouraging physical activity.