With regards to obesity-related disease the impact of exercise training on health depends on the ability of exercise to promote a negative energy balance. Exercise’s effect on promoting a negative energy balance is more likely to occur if exercise can induce a favourable dietary intake such as a reduced relative fat content in the diet. As such, the aim of this study was to evaluate and compare the effectiveness of aerobic training, weight training and concurrent aerobic and weight training on self-reported dietary intake. The effects of 16 weeks of aerobic (n = 12), weight (n = 13) and concurrent aerobic and weight training (n = 13) on self-reported dietary intakes were compared in previously sedentary males using the computer-based Dietary Manager® software programme. Only the concurrent aerobic and weight training group showed significant (p ≤ 0.05) reductions in total kilocalories, carbohydrates, proteins and fats consumed while the aerobic training group showed significant reductions in fat intake at the completion of the experimental period (before: 91.0 ± 42.1g versus after: 77.1 ± 62.1g). However, no changes were observed in self-reported dietary intake in the weight training or non-exercising control groups. It is concluded that concurrent aerobic and weight training is the most effective mode of exercise at promoting a favourable improvement in self-reported dietary intake in the short term. This finding provides support for efforts to promote increases in overall physical activity in an attempt to modify the patterns of dietary intake.