But after a certain threshold – described by scientists as a “sweet spot” – the extra time working up a sweat made no difference to the amount of calories burned.
Experts said it might explain by those who embark on gym routines in a bid to weight loss often see weight loss hit a plateau after a few months.
"The most physically active people expended the same amount of calories each day as people who were only moderately active"
Dr Herman Pontzer, City University of New York
Lead scientist Dr Herman Pontzer, from the City University of New York, said the findings showed that exercise alone was not enough to prevent or reverse weight gain.
He said he decided to explore the link between activity and energy expenditure after working among a community of traditional hunter-gatherers in northern Tanzania.
He said: "The Hadza are incredibly active, walking long distances each day and doing a lot of hard physical work as part of their everyday life.
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"Despite these high activity levels, we found that they had similar daily energy expenditures to people living more sedentary, modernised lifestyles in the United States and Europe. That was a real surprise."
The study measured the activity and food consumption of more than 300 men and women over a week.
Those with moderate activity levels were found to expend the most calories.
Dr Pontzer said such lifestyles might involve walking or cycling to work, taking the stairs rather than the lift, and a couple of bursts of exercise, such as gym trips, during a week.
But doing more than that made no difference.
"The most physically active people expended the same amount of calories each day as people who were only moderately active," said Dr Pontzer.
The findings, published in the journal Current Biology, reinforce the message that you cannot duck the importance of diet when trying to lose weight, scientists said.
However, they stressed that exercise had a host of benefits for maintaining health.
Dr Pontzer said: "There is tons of evidence that exercise is important for keeping our bodies and minds healthy, and this work does nothing to change that message.
"What our work adds is that we also need to focus on diet, particularly when it comes to managing our weight and preventing or reversing unhealthy weight gain."
Source: http://telegraph.feedsportal.com/c/32726/f/579309/s/4d31d587/sc/14/l/0L0Stelegraph0O0Cnews0Chealth0Cnews0C121279970CGym0Ebunnies0Eare0Ewasting0Etheir0Etime0Estudy0Esuggests0Bhtml/story01.htm