This is a topic that I have seen in several new research articles.  While it is indeed true, I have seen this research used irresponsibly.  I have seen authors utilize this research to encourage people to stop exercising.  These authors are simply promoting themselves at the expense of the public.  Authors such as these simply look to tell the public what they want to hear in order to increase their popularity.

The fact is exercise can cause weight gain.  The first reason is because when you exercise you put muscle on your body.  Muscle is approximately 80% water. It is a very heavy tissue.  To give you an idea, 1 gallon of water weighs approximately 8 pounds. Having muscle on your body will definitely cause the scale to point to an increase in overall weight.  This, however, is good weight.  1 pound of muscle burns 35 calories a day, at rest.  This promotes a faster metabolism and will allow you to eat more without gaining weight. Gaining weight ,in the form of fat, is almost always bad (unless you're anorexic).

The second reason that people show an increase in weight with exercise is due to improper education.  Many people, when they start an exercise program, mistakenly think that they are burning an amazing amount of calories during the exercise session. They then think that they can eat more food without gaining weight.  This is simply untrue.  The average exerciser in the gym is probably burning no more than 500 calories per hour.  While this is a good amount of exercise, it is not sufficient to allow you to consume any food you like.  Consider that the average candy bar is probably going to give you about 400 to 500 calories. This means that just one simple candy bar during the day and you've eradicated your entire exercise caloric expenditure.  Worse yet, you may go to lunch and have a burger, fries and a soda. This will not only eliminate the caloric expenditure you amassed during exercise but will exceed it and probably cause you to gain weight.

It is of paramount importance to understand that the average female burns 1800 to 2000 calories per day. The average male burns 2200 to 2400 calories per day.  When you exercise, this will increase your daily caloric expenditure but this does not give you carte blanche to eat any food you would like. The bottom line is that when your caloric intake exceeds your caloric expenditure you will get fat.

Overall, exercise alone will never cause you to get fat.  Overeating will.  If you take a sample of people and divide them into two groups: one an exercise group and one a non-exercising group.  Give them the same amount of food to eat.  I will guarantee you that the group that is exercising will lose more weight and/or body fat than the group not exercising.