Lean individuals have high levels of spontaneous physical activity (SPA) and the energy expenditure derived from that activity, termed non-exercise activity thermogenesis or NEAT, appears to protect them from obesity. Conversely, obesity in different human populations is characterized by low levels of SPA and NEAT. Like in humans, elevated SPA in rats appears to protect against obesity: obesity-resistant rats have significantly greater SPA and NEAT than obesity-prone rats. We review the literature on brain mechanisms important in mediating SPA and NEAT. The focus is on neuropeptides, including cholecystokinin, corticotropin-releasing hormone (also known as corticotropin-releasing factor), neuromedin U, neuropeptide Y, leptin, agouti-related protein, orexin-A (also known as hypocretin-1), and ghrelin. We also review information regarding interactions between these neuropeptides and dopamine, a neurotransmitter important in mediating motor function. Finally, we present evidence that elevated signaling of pathways mediating SPA and NEAT may protect against weight gain and obesity.