This study also shows that people will embrace more exercise much more readily than denying themselves food when trying to lose weight. Unfortunately denial of food is the only way to lose weight. Most studies have shown that exercise actually increases appetite. To be clear, exercise is incredibly beneficial and everyone should exercise. However one of the benefits of exercise is not weight loss. The promulgation of this myth actually tends to increase weight gain because it misleads people into thinking more exercise will cause weight loss, leading to reduced emphasis on reduced food intake.