The principle of "a calorie is a calorie," that weight change in hypocaloric diets is independent of macronutrient composition, is widely held in the popular and technical literature, and is frequently justified by appeal to the laws of thermodynamics. We review here some aspects of thermodynamics that bear on weight loss and the effect of macronutrient composition. The focus is the so-called metabolic advantage in low-carbohydrate diets--greater weight loss compared to isocaloric diets of different composition. Two laws of thermodynamics are relevant to the systems considered in nutrition and, whereas the first law is a conservation (of energy) law, the second is a dissipation law: something (negative entropy) is lost and therefore balance is not to be expected in diet interventions. Here, we propose that a misunderstanding of the second law accounts for the controversy about the role of macronutrient effect on weight loss and we review some aspects of elementary thermodynamics. We use data in the literature to show that thermogenesis is sufficient to predict metabolic advantage. Whereas homeostasis ensures balance under many conditions, as a general principle, "a calorie is a calorie" violates the second law of thermodynamics.