Studies in animals and, increasingly, controlled studies in humans demonstrate that the body has a complex and highly sophisticated system for regulating body weight and, in particular, fat stores. In this system, regular physical activity plays a vital role. Inactivity likely contributes to the development and maintenance of obesity in some individuals. To demonstrate the role of an inactive life-style, in both etiology and in treatment, more research is needed. Physical activity facilitates weight maintenance through direct energy expenditure and improved aerobic fitness. Exercise may act indirectly through physiological and psychological mechanisms, including body composition changes, lipid mobilization and oxidation, stimulation of the thermogenic capacity, morphological and biochemical changes in muscle, and control of food intake. For the obese, the benefits also include improved insulin sensitivity, lipid and lipoprotein profile, and blood pressure. Therefore, regular exercise, even before dietary control, should be the priority in the prevention and treatment of obesity.