With decades of trends for decreasing activity during work and travel, exercise becomes an important contributor to total physical activity (PA) and energy expenditure. The purpose of this study was to examine the contribution of different types of exercise to the variability in energy expenditure and time spent at different PA intensities in young adults. Four hundred and seventeen adults (49.9% male; 46.2 overweight/obese) between 21 and 36 years of age provided valid objective PA and energy expenditure data, assessed via the SenseWear Armband (BodyMedia Inc.). Frequency and duration of participation in various exercise types was self-reported. Weight status was based on body mass index (BMI) (kg/m2) with body weight and height being measured according to standard procedures. Eighty-four percent of the participants reported regular exercise engagement with no difference in participation rate by sex or BMI category. Exercise time along with sex and ethnicity explained roughly 60% of the variability in total daily energy expenditure (TDEE) while the association between exercise and time spent in moderate to vigorous PA or being sedentary was low or nonsignificant. Engagement in endurance exercise and sports contributed predominantly to the variability in energy expenditure and PA in nonoverweight participants. In overweight/obese participants engagement in resistance exercise and swimming contributed significantly to variability in TDEE. Current exercise recommendations focus primarily on aerobic exercise, but results of the present study suggest that nonweight-bearing exercises, such as resistance exercise and swimming, contribute significantly to the variability in TDEE in overweight/obese adults, which would make these types of activities viable options for exercise interventions.