Although some people may develop an intention to change their health behaviour, they might not take any action. This discrepancy has been labelled the “intention–behaviour gap.” Detailed action planning, perceived self-efficacy, and self-regulatory strategies (action control) may mediate between intentions and behaviour. This was examined in a longitudinal sample of 307 cardiac rehabilitation patients who were encouraged to adopt or maintain regular exercise. At the first time point, the predictors of intention and intention itself were assessed. Two months and four months later, the mediators and outcomes were measured. Results confirmed that all the three factors (planning, maintenance self-efficacy, and action control) served to mediate between earlier exercise intentions and later physical activity, each of them making a unique contribution. The results have implications for research on the “intention–behaviour gap,” and indicate that planning, maintenance self-efficacy and action control may be important volitional variables.