This study examines how type of instructor feedback influences cognitive processes conducive to participants’ health behavior, using a new theoretical approach based on self-affirmation and construal level theory. In Study 1, feasibility self-affirmed feedback (FSF) and desirability self-affirmed feedback (DSF) were qualitatively explored with Vinyasa Yoga instructors, and four FSF and DSF feedback scenarios were developed. In Study 2, 55 (FSF group: 28 and DSF group: 27) women in their twenties participating in a Vinyasa Yoga program were randomly assigned to two experimental self-affirmation feedback groups (FSF and DSF) and exposed to FSF and DSF, respectively, for four weeks based on the scenarios developed in Study 1. The analysis of changes in exercise intention triggered by the participants’ exposure to self-affirmation feedback showed that participants exposed to DSF experienced a more positive influence than those exposed to FSF in their continuation intentions of success.