The objective of this study was to provide initial validity evidence for responses to the newly developed Well-Being Actions Self-Efficacy (WBASE) scale from adults with obesity under an exploratory latent variable approach. Longitudinal data (N[subscript baseline] = 667 and N[subscript 30 days post-baseline] = 550) from the Well-Being and Physical Activity study (ClinicalTrials.gov, identifier: NCT03194854), which deployed the Fun For Wellness (FFW) intervention, were analyzed. The a priori measurement model exhibited close fit to baseline data within an exploratory framework. Similarly, there was strong evidence for at least partial temporal measurement invariance for the a priori WBASE scale measurement model. Convergent (and divergent) correlations between concordant (and discordant) pairs of well-being actions scores at baseline and latent well-being actions self-efficacy factors at 30 days post-baseline were observed. There was mixed evidence for the effectiveness of the FFW intervention to exert a direct effect on latent well-being actions self-efficacy at 30 days post-baseline.