If you make an effort to keep your calories under control, exercise can help you lose weight by burning more calories. But you have to keep an eye on your caloric intake. A side effect of exercise it that it can make you hungrier, so you need to be vigilant not to increase your daily calories when exercising. Some studies suggest that exercise can also decrease your metabolic rate, as your body downshifts to compensate for calories you have burned. But most of the time, you can speed up weight loss by exercising, as long as you keep your calories under control.