Obesity appears when energy intake exceeds energy expenditure. The most important variable compound of energy expenditure is physical activity. The global epidemics of obesity seem closely related to reduced physical activity and sedentariness widely increasing nowadays. Once obesity has developed, caloric intake becomes similar to energy expenditure. To lose weight, besides decreasing energy intake, energy expenditure must be increased. The promotion of physical activity is difficult and so the results of treatment of obesity are discouraging for doctors, other health professionals and patients. Proactive efforts from patients and health providers with an intensive feedback between them may be extremely helpful. Nevertheless, more studies are needed to provide better approaches on the role of physical activity for the prevention and treatment of obesity and for long-term weight-loss maintenance.