As more than 70% of individuals in Western societies can be categorized as sedentary and inactivity has been recognized to lead to a series of serious physical and psychological disorders, the importance of physical activity promotion is ever more emphasized. Many social marketing campaigns use threat (or fear) appeals to promote healthy behaviors. Theoretical models, such as the Extended Parallel Process Model integrate concepts as ‘perceived threat’ and ‘perceived efficacy’ to explain how such messages operate and can cause diverse behavioral reactions. It is however still not entirely clear how these different aspects are valuated and combined to determine desired versus undesired response behaviors in individuals. In a functional integration task, threat-appeal based exercise promotion messages varying in psychological threat and efficacy content were shown to sedentary employees in order to assess how they affect their intention to engage in physical exercise. Our results show that individuals can be categorized in 4 different clusters depending on the way they valuate threat and efficacy appeals: i.e. individuals sensitive to both types of cues, those sensitive to either the threat or the efficacy component in the message and those insensitive to either one of them. As different segments of receivers of the message react differently to threat and efficacy combinations, it is concluded that different approaches to designing effective mass media campaigns may be required for effective exercise promotion.