The purpose of this research was to demonstrate the effect of verbal persuasion on the limits of self-efficacy in overweight and obese women subjected to a physical performance test. This was a controlled clinical trial method, with a random sampling and a double-blinded intervention, under a test-retest measurement. The allocation of participants in different groups was done following the block technique, where the potency of the test was 80% with a significance level of 0.5; the sample size was made up of 12 participants for each group (G). It was done by performing a controlled stress test under the same cardiovascular performance protocol for all three groups. G1 received positive verbal persuasion, G2 received negative verbal persuasion, and G3 completed the test without receiving any form of verbal persuasion. The instrument applied was the Self-efficacy questionnaire pre-race and post-race, which was found to be valid and reliable and showed a normal distribution. This research showed that self-efficacy, when exercising, can be positively or negatively manipulated in people who are overweight or obese (G1 = 84.58 ± 17.40; G2 = 57.83 ± 22.16; G3 = 89.00 ± 9.46, p = 0.001). The results are of importance, due to the fact that exercise programs are frequently abandoned by people with obesity. Positive manipulation over the cognitive variable results in a better performance on the exercise test, while negative manipulation has the opposite results, regardless of physical condition.