How much exercise does it take to walk off an average single-person-sized chocolate bar? More than you might want to acknowledge, even though you probably already know that. No chocolate bar is calorie-free, and if you are an average-sized woman in the UK, eating a 100-gram chocolate bar will take around two hours of walking to burn off. In this chapter, I examine the idea that people put on excess weight because they don’t get enough physical activity. Most people in Western societies don’t get out enough, so why stigmatize a person with obesity for not being physically active? Sure, physical activity is great, especially for reducing stress, staying happy, and lowering blood pressure and other risk markers of chronic disease, but not especially so for burning calories and keeping body weight down. The best thing about regular exercise is that it helps you burn off and keep off the wrong kind of fat, the kind that can make you long-term ill. It also helps you eat to your energy requirement more closely than if you don’t exercise.