Obesity has increasingly become a major worldwide public health problem. Lifestyle interventions achieve a small weight loss with more than a 90% weight regain. Thus, weight loss surgery is currently the most effective treatment of severe obesity and its related comorbidities. During the first six months following surgery, patients experience a massive weight loss which, beyond its positive effect, may involve a high muscle loss that may contribute in the long term to weight regain, a decrease in metabolic activity, and an increase in frailty. The evidence on the effect of exercise training on fat and muscle mass changes following obesity surgery is scarce. Different exercise trainings can induce muscle mass preservation during the massive weight loss following weight loss surgery. However, the quality of evidence of the effect of exercise on fat mass loss and on preserving muscle mass following bariatric surgery using well-controlled clinical trials remains controversial. A wide variety of study methodologies and a predominance of observational studies make it difficult to adapt exercise guidelines for the bariatric population. However, exercise may be a critical strategy to mitigate skeletal muscle loss and increase the metabolic improvement resulting from the rapid weight loss induced by surgery.