Implementing physical activity is crucial if you want to keep your body working like a well-oiled machine. Whether you’re a jogger or prefer to log your physical activity running around with your kids, you’re taking an active role in extending your life and warding off aging and the chronic diseases that often accompany that aging.Exercise is also known to be an important piece of the weight loss puzzle. But if you’ve ever felt like no matter how many miles you log on the treadmill or bike, you still aren’t making progress, you’re not alone. In fact, new research reveals an interesting truth: many people do not lose weight with exercise.An October 2014 study published in The Journal of Strength and Conditioning Research revealed that a substantial amount of people ended up gaining weight after starting a workout regimen. And no, not muscle weight, which we know weighs more than fat — they gained weight in fat mass.Scientists at Arizona State University in Phoenix studied 81 healthy but sedentary adult women, all with BMIs considered overweight, who had not exercised regularly in the past year. The women walked on treadmills in a lab three times per week for 30 minutes at a pace of about 80 percent of their maximum endurance.After 12 weeks, all of the women were significantly more aerobically fit (which is great and shows an improvement in overall health), yet many had gained fat mass — in fact, almost 70 percent had gained fat mass, and several gained as much as 10 pounds. On the other hand, a few of the women had lost that much fat or more, and some remained the same weight from beginning to end. After analyzing the data they took on the first day, the researchers found there was no correlation between the women’s starting weight and health and their body’s response to exercise.So what do these wildly varied results tell us? Exercise is not a one-size-fits-all weight-loss tool. Just because your sister, friend or mother-in-law lost 15 pounds from going to the gym four days a week doesn’t mean that’s a sure bet for you too. It also means that you should be looking at other factors than just your exercise routine.It’s important to note that this study didn’t track the women’s eating habits — which could potentially explain the weight gain. Exercising is important, but if you’re still filling your body with junk, you’re not going to see results. And, weight loss aside, physical activity and a healthy diet are crucial if you want to live a long, healthy life.