This study explored the nature of proxy efficacy in exercising. The subjects were 3 instructors and 5 exercise participators. Based on the qualitative research, the interview method was used. After documenting the interview data, we classified these documents by using the analytic induction method and used the analyzer-triangulation of the qualitative research to find the credibility of classifying. The results of this study included: (1) the professional abilities which include motivation, instructing skills and personal abilities; (2) the personality traits which include attitude, impression and communication. Finally, suggestions as regards practical application and future research were offered.