Fat loss in response to exercise training varies between individuals, even when differences in compliance to the exercise program are accounted for. The purpose of this study was to investigate whether individual variation in change in fasting respiratory quotient (RQ) after exercise training contributes to this interindividual variability. Fifty-five premenopausal women participated in a 7-week endurance-type exercise training program; and fitness, body composition, and resting substrate utilization and metabolic rate in the fasted state were assessed at baseline and postintervention. Total net energy expenditure of the exercise intervention (exEE) was determined from heart rate obtained in all exercise sessions and individualized calibration of the heart rate vs oxygen uptake relationship. Dietary intake and physical activity (by constant heart rate monitoring) were assessed at baseline and during the final week of the intervention. Mean change in fat mass for the group was -0.97 kg (range, +2.1 to -5.3 kg). The strongest correlate of change in fat mass was exEE (r = 0.60, P < .0005). Change in fasting RQ correlated significantly (r = -0.26, P = .05) with the residual for change in fat mass after adjusting for the effects of both exEE and change in energy intake, explaining 7% of the variance. In multiple regression analysis, exEE (P < .0005) and change in fasting RQ (P = .02) were the only statistically significant independent predictors of change in fat mass, together explaining 40.2% of the variance. Thus, fat loss in response to exercise training depends not only on exercise energy expenditure but also on exercise training-induced changes in RQ at rest. This suggests that development of strategies to maximize the change in resting fat oxidation in response to an exercise training program may help individuals to maximize exercise-induced fat loss.