We review the current concepts about energy expenditure and evaluate the physical activity (PhA) in the context of this knowledge and the available literature. Regular PhA is correlated with low body weight and low body fat mass. The negative fat balance is probably secondary to this negative energy balance. Nonexercise activity thermogenesis (NEAT) and physical activity, that is crucial for weight control, may be important in the physiology of weight change. An intriguing doubt that remains unresolved is whether changes in nutrient intake or body composition secondarily affect the spontaneous physical activity.