<p>Self-efficacy theory proposes that confidence to engage in a health behavior is associated with engaging in that specific behavior. Most research examining self-efficacy has been conducted with white young adult populations. This cross-sectional analysis examined the association of self-efficacy (i.e., confidence) for healthy eating and physical activity in two immigrant communities. At enrollment into the Healthy Immigrant Community study, a clinical weight management and cardiovascular risk reduction intervention set in southeastern Minnesota, 475 participants completed assessments about their confidence for healthy eating and physical activity. Measurements also included self-reports of dietary quality and intake, physical activity, quality of life, and biometric assessments. Study materials were available in English, Spanish, and Somali. In total, 450 adults (Hispanic/Latinx = 267; Somali = 183) completed measures at baseline and were included for analysis. Their average age was 45 years (range 18–87) and 59% were female. Confidence for healthy eating was significantly correlated with self-report of eating healthy snacks (<i>p</i> = &lt; 0.0001) and less consumption of high-calorie drinks (<i>p</i> = 0.02) and regular soda (<i>p</i> = &lt; 0.0001). Confidence to be physically active was significantly correlated with more self-reported physical activity (<i>p</i> = &lt; 0.01). Confidence to eat healthy and be physically active appears to be correlated with having a healthier diet and higher levels of physical activity. Given the large sample size and strength of the associations, it also appears that the theoretical model of self-efficacy can be effectively measured and applied within these immigrant populations. Self-efficacy theory may be useful in understanding potential mediating mechanisms when designing future interventions with immigrant communities.</p><p><b>ClinicalTrials.gov registration</b>: NCT05136339; April 23, 2022.</p>