Weight reduction is generally recommended as the first line of treatment for the increasing problem of obesity-associated hypertension. At first glance, this recommendation seems compelling, but evidence suggests that weight loss for obesity-associated hypertension is neither simple nor consistently effective as antihypertensive therapy. First, dietary and behavioral therapy is accompanied by an extremely high rate of weight regain after loss. Mounting evidence shows that this recidivism reflects neurobiologic and not simply psychologic adaptations to dietary restriction. Second, chronic blood pressure-lowering effects of weight loss produced by diet, weight-reducing drugs, or bariatric surgery may not be as pronounced as commonly thought. Third, there is evidence that dietary restriction, independent of weight loss, reduces sympathetic nervous system activity and might thereby contribute to reducing blood pressure. This phenomenon deserves more consideration in designing and interpreting studies of blood pressure changes during diet-induced weight loss. This article reviews these issues and highlights the nuances and challenges in the effectiveness of weight loss for treatment of obesity-induced hypertension.