Abstract This paper proposed a conceptual framework and states valid propositions to be tested by future researchers empirically. The framework explicates the moderating effect of self-efficacy between physical activity (PA) and employee’s wellbeing (EW) during COVID-19 pandemic. In line with the Movement Control Order (MCO) announced due to COVID-19 pandemic, all offices throughout Malaysia will be closed and during this period, workers need to work on a work-from-home basis. In conjunction, physical Activity have important consequences for both the quality and length of life but influencing disease outcome. Throughout the current survey in 2019, it shows that workers in Malaysia physically inactive that lead to non-communicable disease (NCD). As employees are the major contributor to economic and social development of a country, this study tends to identify does physical activity influence employees wellbeing. This study suggested to measure the relationship by using the PLS-SEM. Being a conceptual paper, it reviewed scholarly articles on the variables of the past studies related to the physical activity and employee wellbeing. The proposed framework would have several significant implications for understanding, creating awareness and promoting employee wellbeing as well as contributes to existing.