Excess weight gain during pregnancy and post-partum weight retention are risk factors for obesity. While many studies report average weight retained from pregnancy is only 0·5-3·0 kg; between 14 and 20% of women are 5 kg heavier at 6-18 months post-partum than they were before pregnancy. Among normal-weight women, lactation usually promotes weight loss to a moderate extent, but not among those with BMI≥35 kg/m2. While exercise and energy restriction may promote weight loss during lactation, their effect on milk volume and composition and, consequently, infant growth must be considered. The effect of exercise on lactation performance has been investigated. Moderate aerobic exercise of 45 min/d, 5 d/week improved cardiovascular fitness, plasma lipids and insulin response; however, it did not promote post-partum weight loss. Breast milk volume and composition were not affected. The effect of exercise with energy restriction in overweight women on the growth of their infants has also been studied. At 1 month post-partum, women restricted their energy intake by 2092 kJ/d and exercised 45 min/d, 4 d/week for 10 weeks. Women in the diet and exercise group lost more weight than the control group (4·8 (sd 1·7) kg v. 0·8 (sd 2·3) kg); however, there were no differences in infant growth. Based on the current evidence, it is recommended that once lactation is established, overweight women may restrict their energy intake by 2092 kJ/d and exercise aerobically 4 d/week to promote a weight loss of 0·5 kg/week.