Self-efficacy is an important mediating mechanism in advancing understanding of the treatment of obesity. This study developed and validated the Weight Efficacy Life-Style Questionnaire (WEL), improving on previous studies by the use of clinical populations, cross-validation of the initial factor analysis, exploration of the best fitting theoretical model of self-efficacy, and examination of change in treatment. The resulting 20-item WEL consists of five situational factors: Negative Emotions, Availability, Social Pressure, Physical Discomfort, and Positive Activities. A hierarchical model was found to provide the best fit to the data. Results from two separate clinical treatment studies (total N = 382) show that the WEL is sensitive to changes in global scores as well as to a subset of the five situational factor scores. Treatment programs may be incomplete if they change only a subset of the situational dimensions of self-efficacy. Theoretical and clinical implications are discussed.