The aim of this manuscript was to review the knowledge about leptin, detailing its relationship with energetic intake and physical activity. Leptin is an adipocyte hormone, recognized mainly for its putative role in control of energy expenditure, food intake, body weight and reproductive function. Leptin has still important peripheral actions, including its role on the ovarian tissue. The intracellular signaling mechanisms are recognized in hypothalamus, but in peripheral tissue are not fully understood. The exercise, when practiced by women, if not appropriately planned according to food intake, can modify the leptin release. When energy imbalances induced by exercise and/or deficient food ingestion occurs, low leptin levels are observed, leading to a reduction in GnRH (gonadotropin-release hormone), in LH (luteinizing hormone) and FSH (follicle-stimulating hormone) in pituitary, and consequently a minor release of ovarian estrogens. This process is named hypothalamic amenorrhea, and has repercussions in the woman's health. In this perspective, it is important to emphasize the need to evaluate the energy expenditure from exercise and to formulate adequate alimentary plans to these individuals.