Repeated studies have shown that exercise alone isn't enough to help people shed pounds (maybe the reason scientists keep testing this theory is because no one wants to believe the results). In fact, when some people begin a workout routine, they actually gain weight. Here's why: Intense exercise makes a lot of us hungrier, there's a tendency to reward physical effort with a high-calorie treat, we don't burn as many calories as we think (usually about 200—the amount in one sports drink), and it can be hard to maintain a consistent workout schedule over time. That's why eating more healthfully, and eating less, is twice as effective at helping people drop pounds.
A better way to think about it: Exercise helps you build muscle to look leaner and stronger (even if your weight doesn't budge) and improves your mood—which bolsters your motivation to take care of your body. It's also hard to snack while you're working out. Plus, regularly getting your heart rate up measurably improves your health and can add years to your life.