The promotion of exercise for the treatment of obesity has been based on the double premise that exercise generates special metabolic signals and that these reduce food intake. The decrease in intake coupled with the increase in expenditure leads to weight loss. Strong support for this premise comes primarily from animal studies, not from studies in humans. This arises in part because the premise is so difficult to prove in people. It ought to be a simple matter to exercise sedentary people and watch them eat less. In fact, the methodologic problems associated with measuring energy expenditure, voluntary changes in energy intake, and small shifts in body composition are great. As a result, there is a paucity of information in this area.