Understanding the impacts of activity on energy balance is crucial. Increasing levels of activity may bring diminishing returns in energy expenditure because of compensatory responses in non-activity energy expenditures. This suggestion has profound implications for both the evolution of metabolism and human health. It implies that a long-term increase in activity does not directly translate into an increase in total energy expenditure (TEE) because other components of TEE may decrease in response-energy compensation. We used the largest dataset compiled on adult TEE and basal energy expenditure (BEE) (n = 1,754) of people living normal lives to find that energy compensation by a typical human averages 28% due to reduced BEE; this suggests that only 72% of the extra calories we burn from additional activity translates into extra calories burned that day. Moreover, the degree of energy compensation varied considerably between people of different body compositions. This association between compensation and adiposity could be due to among-individual differences in compensation: people who compensate more may be more likely to accumulate body fat. Alternatively, the process might occur within individuals: as we get fatter, our body might compensate more strongly for the calories burned during activity, making losing fat progressively more difficult. Determining the causality of the relationship between energy compensation and adiposity will be key to improving public health strategies regarding obesity.