You have probably heard the term "calorie" used a lot. When talking about food, a calorie is a unit of energy that the food supplies to your body. But when talking about physical activity, a calorie is a measure of the energy that your body uses in performing the activity.
Calorie balance is like a scale. To remain in balance and maintain your body weight, the calories you get from foods must be balanced by the calories you use in normal body functions and physical activity. If you eat more calories than you use, you gain weight. If you "burn up" more calories than you eat, you lose weight.
This answer is based on source information from the National Women's Health Information Center.