The rise in obesity is associated with a decline in the amount of physical activity in which people engage. The energy expended through everyday non-exercise activity, called non-exercise activity thermogenesis (NEAT), has a considerable potential impact on energy balance and weight gain. Comparatively little attention has been paid to the central mechanisms of energy expenditure and how decreases in NEAT might contribute to obesity. In this review, we first examine the sensory and endocrine mechanisms through which energy availability and energy balance are detected that may influence NEAT. Second, we describe the neural pathways that integrate these signals. Lastly, we consider the effector mechanisms that modulate NEAT through the alteration of activity levels as well as through changes in the energy efficiency of movement. Systems that regulate NEAT according to energy balance may be linked to neural circuits that modulate sleep, addiction and the stress response. The neural and endocrine systems that control NEAT are potential targets for the treatment of obesity.