Body size and weight show considerable variation both within and between species. This variation is controlled in part by genetics, but also strongly influenced by environmental factors including diet and the level of activity experienced by the individual. Due to the increasing obesity epidemic in much of the world, there is considerable interest in the genetic factors that control body weight and how weight changes in response to exercise treatments. Here, we address this question in the Drosophila model system, utilizing 38 strains of the Drosophila Genetics Reference Panel. We use GWAS to identify the molecular pathways that control weight and weight changes in response to exercise. We find that there is a complex set of molecular pathways controlling weight, with many genes linked to the central nervous system (CNS). The CNS also plays a role in the weight change with exercise, in particular, signaling from the CNS. Additional analyses revealed that weight in Drosophila is driven by two factors, animal size, and body composition, as the amount of fat mass versus lean mass impacts the density. Thus, while the CNS appears to be important for weight and exercise-induced weight change, signaling pathways are particularly important for determining how exercise impacts weight.