The debate surrounding the level of intensity of exercise that is best for health improvement has potentially clouded the issue of optimal exercise prescription for weight management. Low-intensity activity is potentially superior to moderate to high intensity for improving metabolic risk factors, and accumulated small bouts of physical activity are as effective to this end as single longer bouts, as long as the overall volume of energy expenditure is equivalent. What should not be forgotten however, is that for weight-loss it is the total volume of energy expended that will dictate the size of the energy deficit imposed, not the composition of the exercise per se. Exercise prescription for weight management is a conundrum. Whilst it is the total volume of energy expended that will dictate the magnitude of weight lost, not the composition of the exercise per se, it is the nature of the exercise prescription that will dictate the long-term success of an exercise programme. It is how well the exercise prescription is individualized that influences tolerance of and interest in the programme and, thus, the adherence to it in the long term.