To examine whether changes in objectively measured physical activity (PA) are associated with weight loss and changes in body composition and fat distribution in response to weight‐loss diet interventions.

This study included 535 participants with overweight/ obesity, who were randomly assigned to four weight‐loss diets varying in macronutrients. PA was measured objectively with pedometers, and body composition and fat distribution were measured using dual‐energy X‐ray absorptiometry and computed tomography scans at baseline, 6 months and 24 months.

From baseline to 6 months, when the maximum weight loss was achieved, each 1000‐steps/d increment in PA was associated with a greater reduction in body weight (β[SE] = −0.48[0.11]) and waist circumference (β[SE] = −0.49[0.12]). Similar inverse associations were found in changes in body composition and fat distribution (P < 0.05 and false discovery rate qvalue < 0.1 for all). The trajectory of the above adiposity measures across the 24‐month intervention period differed between the patterns of PA change. Participants with the largest increase in PA maintained their weight loss from 6 months to 24 months, while those with a smaller increase in PA regained their weight. In addition, dietary fat or protein intake significantly modified the associations between changes in PA and changes in body weight and waist circumference over 24 months (P_∆PA*diet < 0.05).

Changes in objectively measured PA were inversely related to changes in body weight, body composition and fat distribution in response to weight‐loss diets, and such associations were more evident in people on a high‐fat or average‐protein diet compared with a low‐fat or high‐protein diet.