3 reasons you may gain eating your exercise calories

There's one more reason, and this may not lead to weight gain necessarily, but it may prevent weight loss. And that could be that your BMR/AMR is too low to create an effective calorie deficit through dieting alone due to your physical size. I'm a short (5' 2") female, and I can guarantee that my goals are not unrealistic. But my BMR/AMR is naturally low (AMR is at about 1500 calories without exercise). Without falling below my BMR in intake (which is right at 1300 calories, so I would never go much below that under any circumstance), it is virtually impossible for me to effectively lose weight without creating some calorie deficit from exercise.

Where such a situation could result in weight gain would be, as stated in a post above, in circumstances where I might over-estimate the number of calories burned through exercise. If I were creating only a 200 calorie-a-day deficit in diet, then ate 250 calories more than I burned through exercise by over-estimating my calorie burn (which would actually be really easy to do if I paid attention to what exercise machines say I burn, which isn't close to my actual burn), then I might actually gain weight eating my exercise calories.

None of this has anything to do with my goals being unrealistic because I would actually have to weigh about 30 pounds more than I do to get my BMR/AMR up to a place where I could create anything close to a 500 calorie-a-day deficit through diet alone. I don't think anybody would think is necessary for somebody who is 40-50 pounds overweight (as I would be if I were to gain 30 pounds) to take their weight loss down below one pound a week to remain 'safe', yet that is what I would be doing if I were at that weight and continued to eat all of my exercise calories.

From everything I've read and researched (and I've done alot of research on this), it is perfectly healthy and acceptable to use exercise to create a calorie deficit for losing weight. I understand why the philosophy on MFP is to eat exercise calories because the presumption is when you create your goals, MFP has already calculated the necessary and SAFE calorie deficit through the caloric intake recommendations. But that is not the case for everybody. I highly recommend that everybody attempt to figure out things like their BMR and AMR for their own body and create a SAFE calorie deficit as best works for them. For some, like me, that may need to be created through exercise as well as dieting.