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One of my clients sought me out after she trained for her first marathon and gained weight. She thought the pounds would fall off, and couldn't understand what she was doing wrong.

Dozens of others have asked, "I go to the gym six days a week, why am I'm not losing?"

It may sound odd, but being active doesn't guarantee weight loss.

I know, it doesn't seem fair. But if you're in this rut, don't give up! Keep on exercising, you will see results.

But put these five Dos and Don'ts into action first.

1. Don't overestimate the impact of your workout
After a good run, or a class that kicked your derriere, you may feel like you've earned the right to splurge. The hard truth is, it's incredibly easy to "eat back" much of what you've burned. For example, in a one hour circuit training class, an average woman burns about 550 calories. Not too shabby. But even if 100 percent of that was body fat, which it isn't (it's impossible to burn pure body fat, even in the "fat burning zone"), that's only enough to shed one seventh of a pound.

Treating yourself to a 16-ounce smoothie, a large oatmeal cookie, or a large red velvet fro-yo cancels out more than half of your hard work, whittling your calorie deficit down to less than 300.

Tip: On workout days, stick to your usual healthy eating routine, or if you have the urge to splurge, create some balance—instead of tacking a cookie onto your sandwich order, ditch the bread and opt for a salad topped with lean protein, to make room for those cookie carbs.

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2. Do focus on the benefits that indirectly affect your weight
Even if exercising didn't burn a single calorie, it's still essential for good health, and a smart weight loss strategy. In addition to building muscle, numerous studies have shown that being active reduces stress, and improves sleep quality, two factors that strongly influence your metabolism. One study, which tracked over 60,000 non-obese women for 16 years, found that those who slept five hours or less per night had a 30 percent greater risk of packing on 30 pounds, compared to those who slept a solid seven hours each night. Another Yale study found that non-overweight women who are vulnerable to stress are more likely to carry excess belly fat.

Tip: Rather than obsessing over the calorie reading while on the elliptical, visual yourself happily relaxed and sleeping soundly, two states that translate into a healthier (and thinner) you.

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3. Don't overcompensate with food
In addition to "I earned this" splurges, some research shows that exercise may trigger subconscious additional eating. In one study, moderately active women were divided into one of three groups. The first didn't exercise, while the other two burned 350 calories, working out at different intensities. Those who performed the high-intensity training ate more in the meal that followed the workout than both the low-intensity exercisers and the non-active group.

Tip: If you think you may be unknowingly sneaking extra nibbles, especially after a workout that really got your heart rate up, track yourself. A recent Kaiser Permanente study involving over 1,600 people found that those who kept a food journal seven days a week lost twice as much weight over six months, compared to those who weren't regular recorders. Rather than self-policing, think of tracking your intake as simply a way of raising your awareness. Nearly every client I've ever asked to keep a food diary has found that it resulted in some big light bulb moments, such as suddenly realizing how many free samples or bites from their kids' plates they take, or how few veggies they actually eat.

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4. Do make it recreational
You may not think of lawn badminton as "exercise," but an hour of this activity burns 300 calories, four and a half times more than sitting. One of my clients was surprised that after a day of antiquing, her jeans fit looser, something she doesn't typically experience the day after her usual workout. Turns out, she had stood or walked for five hours straight, which resulted in burning more calories than her usual eight hours at a desk and one at the gym.

Tip: Whether it's organizing a game of softball, playing catch with your kids, or going for a family bike ride, find ways to build more movement into each day. Researcher shows that people with dogs walk them a total of five and a half hours a week. By comparison, those without canine companions spend an average of one hour and 20 minutes exercising each week, and nearly half aren't active at all.

5. Don't decrease your activity the rest of the day
French researchers recently found that after high intensity exercise sessions, obese teens compensated by decreasing their activity levels later in the day. Another in older adults found that while exercise improved heart health, it didn't result in burning more daily calories, due to a decrease in activity for the remainder of the day.

Tip: If you're not sure if you may be offsetting your workouts with more rest, start a daily activity log. Much like a food diary, it will help you get to know your patterns. If you find that you're more likely to go to bed early, or get sucked into a TV trance on the days you work out, try to notice any patterns. Some workouts may leave you more energized than others, or maybe breaking up your routine into two shorter sessions is a better match for your body chemistry.

This article originally appeared on Health.com.