Set Realistic Goals – It’s important to set goals related to both diet and exercise if fat loss is desired. Keeping in mind that regular physical activity provides health benefits even if weight loss goals are not achieved initially. Instead of focusing on exercise as the key to fat loss, pay more attention to your calorie intake. Knocking off just 100 calories a day from your evening snacks can result in 10 pounds a year of fat loss. Additionally, many studies have demonstrated that those who exercise regularly are better able to keep off weight once it is lost.