Gender differences in lifestyle related mortality and morbidity suggest a need to investigate gender-specificity of health behaviour change process and factors influencing it. We tested whether changes in self-efficacy beliefs and planning, as well as the level of social support predict change in exercise. Finnish men and women, age 50–65, at an increased risk for type 2 diabetes were recruited from health care centres to participate in the GOAL (GOod Ageing in Lahti Region) Lifestyle Implementation Trial. Psychosocial factors were measured with questionnaires and exercise with 7-day physical activity diaries at baseline and at three months. At baseline, no gender differences were found in self-efficacy and planning, but men reported receiving more social support than women. At three months, women reported having formed more action plans for changing their exercise routines than men. Among women, increases in self-efficacy and planning predicted increases in exercise. Among men, changes in planning played a less significant role. The more salient role of planning for women may reflect lifecircumstances allowing less spontaneous lifestyle decisions and a lower acceptance of lifestyle changes by their social environment than for men.