When combined with other lifestyle changes, exercise is important for the overall reduction of body weight and subsequent maintenance of weight loss. The perception about the role that exercise can play in energy expenditure has become exaggerated over time. This article focuses on three commonly held perceptions about exercise and weight loss: that exercise consumes a lot of energy, that "fat-burning" exercise is the most effective way to consume fat as a fuel, and that exercise will stimulate energy expenditure for hours after completing exercise. The pertinent literature is reviewed to illustrate that although exercise does increase energy output during and after exercise and can expend energy from fat for many overweight persons, excessive caloric expenditure has limited implications for substantially reducing body weight independent of nutritional modifications. This article includes recommendations for practicing dietitians and nutritionists to assist clients in initiating and maintaining an exercise program by considering clients' emotional and physical states regarding their excess weight when prescribing exercise, and by using intermittent exercise in an exercise prescription for very deconditioned clients.