A team of bio-psychologists at the University of Leeds looked at the dietary responses of a group of overweight men and women who were led through a workout programme designed to burn around 500 calories per session, the 'Daily Mail' reported.
Outside of the gym, they were allowed to eat as much food as they liked.
After 12 weeks, almost two-thirds of the subjects lost some weight, but more than one-third hadn't lost a single pound.
Other research in the field also suggests that significant weight loss cannot be achieved by exercise alone and that, in some cases, working out is the root cause of extra pounds.
Part of the problem is what scientists refer to as 'compensation'. Exercise burns calories, but it also stimulates hunger.
The more moderate activity we do, the more we eat, effectively cancelling out the weight loss benefits.
"It's a misnomer that exercise is a green light to increase the calories," Linia Patel, a sports dietician with the British Dietetic Association, said.
"Appetite often soars when you exercise a lot," Patel said.
An hour of fairly vigorous aerobic exercise, such as running or cycling, has been shown to suppress appetite far more effectively than 90 minutes of weight training.
"You should perform a mini-fast for two to four hours before hitting the gym so that fat burning will peak," Team GB sports nutritionist James Collins as quoted by the paper as saying.
John Brewer, professor of sport at the University of Bedfordshire, said that too many people wrongly assume weight will tumble off once they start going to the gym.
"In reality, it's not that easy. To lose 1kg of body fat, you need to burn about 8,000 calories
