Nazario says that the research is overwhelmingly clear: You can’t lose weight by simply exercising. “Diet is the key,” though she agrees with Burchett that different diets may work better for different people. Still, don’t write off exercise completely. Weightlifting can build muscle mass, which makes your body burn more calories. Plus, “Exercise can improve mood, which can help offset that misery of being on a diet,” says Nazario. For best results, combine diet and exercise in a lifestyle plan that will work for you long-term.