We used a single-case experimental research design to examine the effect of modelling (peer versus non-peer) on exercise self-efficacy in stroke survivors who participated in a community-based exercise program. Data were obtained using an ABCA design: (A1) no model/baseline 1 (3 weeks); (B) peer model (6 weeks); (C) non-peer model (6 weeks); and (A2) no model/baseline 2 (3 weeks). Four participants completed self-efficacy questionnaires after each weekly session. Overall, participants reported higher exercise self-efficacy in the model conditions (Cohen’s d range from −0.37 to 4.22), with ratings appearing highest for the non-peer model. Modelling in general may help stroke survivors increase their exercise self-efficacy. Lastly, we provide our reflections on the pragmatics of completing a study within a community setting.