This research contrasts the physical activity-related self-efficacy before and after exergame play and the gender-wise expectancy related to beliefs and task values. Sedentary undergraduates (n=102; 51 males, 51 females) were recruited from a local university in Kota Bharu, Kelantan using Global Physical Activity Questionnaire (GPAQ). Participants completed questionnaires assessing their self-efficacy, expectancy related beliefs, subjective task values and intention to participate in exergame play in the future. After exergame play, participants had a significantly higher degree of self-efficacy than before exergame play (mean score: before 27.1 ± 4.33 vs. after 32.2 ± 4.51; p < 0.001). Their belief in their ability to exercise on a regular basis varied considerably across gender, with higher values reported in male than in female participants (mean difference= 0.84, p=0.02). Other components, such as expectancy-related beliefs, task values, and intentions, were comparable between gender. Besides, participants also considered exergaming to be more attractive and stimulating than traditional physical exercise, thereby presenting greater beliefs in capability and greater desire to engage in exergaming in the future. The result suggests that exergame play can be used as an innovative approach to increase the level of physical activity among sedentary university students.