This study examines the effectiveness of incorporating exergaming into physical education (PE) lessons as a platform for imparting health education messages and influencing children’s beliefs about and attitudes toward physical activity. We deployed a six-week intervention program using Nintendo Wii games coupled with protection motivation theory-based health messaging among fifth-grade school children in Singapore. The results indicate that when children who were exposed to threat-framed messages played Wii exergames during PE lessons, they reported more positive physical activity attitude, self-efficacy, and perceived behavioral control than those who underwent regular PE lessons and were exposed to the same message. In addition, among children playing Wii, the threat and coping frames had similar effects on the degree of message influence on physical activity attitudes and beliefs. The implications for schools, parents, and health policy are discussed.