The relationship between physical activity and energy intake (food consumption) can take a number of forms, depending on the intensity, duration and frequency of the activity, and upon the degrees of fitness and physiological status of the individual. At extremes of energy expenditure such as those found in long distance cyclists, voluntary energy intake may be sufficient to balance the enormous daily expenditure; this is due to an entraining effect. Under more normal situations, there is a widely held belief that physical activity is a poor strategy for losing weight, since the energy expended drives up hunger and food intake to compensate for the energy deficit incurred. Recent studies in both normal weight and obese individuals show that substantial periods of exercise do not increase hunger and do not drive up food intake. Comparisons between sedentary and normally active individuals, or between enforced periods of rest or strenuous activity, generate little or no effect on levels of hunger or daily energy intake, indicating a rather loose physiological coupling between energy expenditure and food intake. This view generates an optimistic view of the role of exercise in weight loss and weight control, as it indicates that intake is not automatically driven up to compensate for energy expended. Reasons why physical activity often produces disappointing effects, rise from inappropriate food choices, a desire for self-reward after exercise and misjudgements about the relative rates at which energy can be expended (by exercise) or taken in (by eating). This means that physical activity will be most beneficial for weight control, if carried out in conjunction with a low energy dense diet or with judicious control of eating.