Why do I gain weight every time I exercise?

I was hoping somebody would know on here. Why is it that every time I exercise I gain weight? I was 479 calories under my goal yesterday, and I went out to the gym and walked on the treadmill and went on the elliptical and instead of losing weight I gained it. This happens every time I work out. If I do not work out at all and stay under my calorie goal I lose weight. What is going on??