[throwaway132436]

As a generalisation, get fit in the gym, lose weight in the kitchen.

Whilst it is possible to lose weight by eating a similar diet and increasing exercise you just end up someone who is fitter but still eating what will almost certainly be a poor diet.

Most people are overweight because they have a poor or terrible diet, not because they don't do enough exercise. (Although to be fit or healthy you need to tackle both.)

(Again this is a generalisation. There are many reasons why people are overweight. I am, and I'm changing my diet and the amount of exercise I do to sort this out.)