Purpose: The purpose of this study was to examine the relationship of stage of exercise behavior change and physical self-efficacy, gratitude, psychological well-being for young children’s parents. Methods: Using cluster sampling was adopted by the study participants who are 340 young children’s parents of kindergarten located in the P city. Frequence analysis, confirmatory factor analysis, reliability analysis, multivariate analysis of variance, correlation analysis, and structural equating model were conducted for this study. Results: First, the results of analysis of the physical self-efficacy, gratitude, psychological well-being according to stage of exercise change, showed a significant difference in the physical self-efficacy and gratitude, psychological well-being in only a sub-factors, self-acceptance and environmental mastery, there were significant differences. Second, the results of analysis causal relationship of the physical self-efficacy, gratitude and psychological well-being, physical self-efficacy to gratitude, gratitude to psychological well-bing, physical self-efficacy to psychological well-being affected all positively to each variables. And gratitude partially mediated the relationship of physical self-efficacy and psychological well-being. Conclusion: It is better for Physical Self-Efficacy, Gratitude, Psychological Well-being to be exercise more and these variables are related to each others positively.