The aim of this review was to evaluate data regarding potential thermodynamic mechanisms for increased rates of weight loss in subjects consuming diets high in protein and/or low in carbohydrate. Studies that compared weight loss and energy expenditure in adults consuming diets high in protein and/or low in carbohydrate with those in adults consuming diets low in fat were reviewed. In addition, studies that measured the metabolizable energy of proteins, fats, and carbohydrates were reviewed. Diets high in protein and/or low in carbohydrate produced an approximately equal to 2.5-kg greater weight loss after 12 wk of treatment. Neither macronutrient-specific differences in the availability of dietary energy nor changes in energy expenditure could explain these differences in weight loss. Thermodynamics dictate that a calorie is a calorie regardless of the macronutrient composition of the diet. Further research on differences in the composition of weight loss and on the influence of satiety on compliance with energy-restricted diets is needed to explain the observed increase in weight loss with diets high in protein and/or low in carbohydrate.