I recently listened to a wonderful episode of Sigma Nutrition with Dr. Mark Hopkins. Essentially, his research has shown that appetite is a J-shaped curve: sedentary people eat more than lightly active people. As activity ramps up, appetite does increase along with it, but it does not typically lead most people to overcompensate.
More interesting: there is considerable inter-individual variation on the impact of exercise on people's appetites. From what I've read in other studies, exercise modality also affects it greatly, as well as intensity. He mentions, for instance, that higher-intensity exercise that depletes glycogen has shown increased appetite effects on some people, but the results were not particularly conclusive.
I've always noted that my appetite is lower on days that I am more active but that I am hungrier if I'm sedentary. For some time I blamed my psychology for this effect, but it seems to be physiological. He doesn't speculate as to the causes, but I can speculate, again based on other studies, that possibly post-prandial fatty acid metabolism and blood sugar regulation are positively affected by movement.
The very good news here is that one thing seems absolutely clear: it is better to be active to ANY degree when losing fat (and when maintaining the loss), not only to increase energy expenditure, but also to regulate appetite. In addition, activity has shown positive effects on RMR (which always drops during periods of a calorie deficit but less so if the subject maintains activity and, ideally, lean mass). Intensity is optional--in some subjects it increases appetite. Movement itself is not.
I see this debate often--"can I lose weight without exercise?"
The answer is "Obviously yes, you can acutely lose weight if you suppress calorie intake relative to expenditure. However, long term, it will be to your benefit to be at least lightly active even without formal "exercise" (walking counts)." The reason people who exercise tend to maintain weight loss better than people who do not is that they are better able to regulate appetite, not only because they burn more calories.
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