The present study examined whether people’s consideration of consequences (future vs. immediate consequences; CFC) can predict physical activity behaviour (PAB) and, to explore key mechanisms that may underline such association. To that end, participants (N = 128) filled in standardised measures of CFC and PAB, and questionnaires of health regulatory focus, attitude and intention as mediators of the CFC–PAB association. Regression analysis revealed that CFC-immediate was negatively associated with PAB, and that health regulatory promotion focus and intention were both positively associated with PAB. Mediation analysis revealed a significant effect of CFC-future via health promotion focus, attitude, and intention on PAB. Findings are discussed considering both susceptibility and buffering hypotheses. CFC-future buffers against self-control failure because it is associated with a promotion focus and with both more positive attitudes and stronger intentions towards PAB. Interventions promoting a physically active lifestyle should foster people to value and become aware of the future consequences of their actual PAB. © 2022 Informa UK Limited, trading as Taylor & Francis Group.