The transition from secondary school to university is often accompanied by unhealthy behaviour pattern of decreasing physical activity. The role of social cognitive factors affecting physical activity among university students is not well explored to date. This study was aimed to determine the influence of Self-efficacy, Outcome Expectation for Exercise and Social Support for Exercise Behaviour on physical activity participation among university students. A cross-sectional survey was conducted among university students in Malaysia using a self-reported questionnaire. A total of 390 students participated in the survey. A comprehensive questionnaire was used to collect data from participants on socio-demographic, psychosocial cognitive characteristics and their level of physical activity. Our findings revealed that 63.8 % of participants belong to normal range of body mass index while underweight, overweight and obese are 20.3, 12.3 and 3.6 % respectively. 75.89 % of participants did not meet the recommended vigorous intensity exercise per week. 92.82 % of students participated in less than 5 days of moderate physical activity. Self-efficacy and outcome expectations for exercise had the strongest relations to physical activity; self-efficacy remained the strongest predictor of physical activity. Social support for exercise from family was found to have a weak correlation to physical activity level compared to other variables. Social cognitive factors exert independent effects on physical activity within this population. The findings of this study may facilitate the development of effective and tailored multilevel intervention programs paying more attention to social cognitive factors that will in turn increase physical activity among university students.