This study determined whether performing a single moderate- or vigorous-intensity exercise bout impacts daily physical activity energy expenditure (PAEE, by accelerometer). Overweight/obese postmenopausal women underwent a 5-month caloric restriction and moderate- (n = 18) or vigorous-intensity (n = 18) center-based aerobic exercise intervention. During the last month of intervention, in women performing moderate-intensity exercise, PAEE on days with exercise (577.7 ± 219.7 kcal·d(-1)) was higher (P = .011) than on days without exercise (450.7 ± 140.5 kcal·d(-1)); however, the difference (127.0 ± 188.1 kcal·d(-1)) was much lower than the energy expended during exercise. In women performing vigorous-intensity exercise, PAEE on days with exercise (450.6 ± 153.6 kcal·d(-1)) was lower (P = .047) than on days without exercise (519.2 ± 127.4 kcal·d(-1)). Thus, women expended more energy on physical activities outside of prescribed exercise on days they did NOT perform center-based exercise, especially if the prescribed exercise was of a higher intensity.