Although physical activity is primarily considered for its effects on energy expenditure for prevention and treatment of both overweight and obesity, its role in the regulation and control of energy balance seems more complex. Not only does physical activity affect energy expenditure, it also leads to modifications in energy intake and appetite that have been identified in children and that should be considered for weight loss. It also appears that it may not systematically favor increased energy expenditure due to individual differences in compensatory responses. This brief paper summarizes the pediatric evidence regarding those potential compensatory responses to physical activity and suggests that these compensatory responses of increasing physical activity levels may depend on children's adiposity status.