It is well established that exercise-training can induce body weight and fat losses provided that mean daily energy expenditure exceeds mean energy intake. Recent experimental data show that under free living conditions, the composition of macronutrient intake tends to differ from the composition of macronutrient utilization when the body is in energy imbalance, even over a short period of time. Since protein and carbohydrate balances are precisely regulated under unrestricted food intake conditions, a body energy deficit is necessarily equivalent to a lipid deficit. In the context of an aerobic training program, a body lipid deficit should be spontaneously reached by performing prolonged vigorous exercise on a regular basis and by preventing a diet with a high fat content. However, as body fat decreases with exercise there is an associated decrease in the lipid content of the fuel mix oxidized and this acts to progressively decrease the lipid deficit. Ultimately, a new lipid balance will be reached at a reduced level of body fatness when the proportion of lipid in the substrate mix will become similar to the proportion of lipid in the diet. Recent research observations show that such a program has the potential to induce a substantial fat loss, particularly in the abdominal area, and a significant improvement of the metabolic profile of obese individuals. These beneficial effects cannot be maintained on a long-term basis if the new exercise and food habits are not incorporated in the lifestyle of these individuals.