We use panel data from the National Longitudinal Survey of Youth to investigate on-the-job exercise and weight. For male workers, job-related exercise has causal effects on weight, but for female workers, the effects seem primarily selective. A man who spends 18 years in the most physical fitness-demanding occupation is about 25 pounds (14 percent) lighter than his peer in the least demanding occupation. These effects are strongest for the heaviest quartile of men. Conversely, a male worker spending 18 years in the most strength-demanding occupation is about 28 pounds (15 percent) heavier than his counterpart in the least demanding job. (Contains 22 footnotes, 7 tables, and 2 figures.)