Objective: Disparities in physical activity (PA) and PA antecedents, such as exercise self-efficacy, based on the intersection of gender and race/ethnicity among college students are poorly understood. This study aimed to examine differences in PA and exercise self-efficacy based on the intersection of gender and race/ethnicity. Methods: An online survey collected data on demographics (age, gender, race/ethnicity), PA, and exercise self-efficacy from students (n = 5341) enrolled in general health and wellness at a large Northeastern U.S. University. Differences in PA and exercise self-efficacy based on gender and race/ethnicity were examined using two-way ANOVAs. Results: Analyses revealed significant differences in overall PA and exercise self-efficacy based on gender and race/ethnicity. A significant interaction between gender and race/ethnicity was found in relation to PA, but not exercise self-efficacy. Conclusion: Findings demonstrate the need for universities to tailor PA promotion efforts, and to consider how gender and race/ethnicity may intersect to influence PA participation.