Diet and/or exercise are routinely advised as methods for weight loss in overweight/obese individuals, particularly those who are at high risk for cardiovascular disease and type 2 diabetes mellitus. However, physical activity and structured exercise programs rarely result in significant loss of body weight or body fat, and weight-loss diets have extraordinarily high recidivism rates. Despite only modest effects on body weight, exercise and ad libitum nutrient-dense diets for overweight/obese individuals have many health benefits, including skeletal muscle adaptations that improve fat and glucose metabolism, and insulin action; enhance endothelial function; have favorable changes in blood lipids, lipoproteins, and hemostatic factors; and reduce blood pressure, postprandial lipemia and glycemia, and proinflammatory markers. These lifestyle-induced adaptations occur independently of changes in body weight or body fat. Thus, overweight/obese men and women who are at increased risk for cardiovascular disease and type 2 diabetes as a result of sedentary lifestyle, poor diet, and excess body weight should be encouraged to engage in regular physical activity and improve their diet, regardless of whether the healthier lifestyle leads to weight loss.