Restricted-calorie diets are the most worldwide used treatments for obesity. Although such strategies are based on the first law of thermodynamics, the real life clinical practice demonstrates that the observed weight losses are divergent from those theoretically predicted. Loosely adherence to recommendations is one of the main causes for the limited efficacy of dieting, but many additional factors can be involved in the hurdles to weight loss. According to the second law of thermodynamics any restriction in dietary energy intake results in energy sparing with a diminution in the basal metabolic rate and a concomitant loss in the lean body mass. This “thrifty” energetic adaptation is associated with a progressive reduction in the difference between levels of energy intake and expenditure, thus resulting in a drastic fall in weight loss rates on the medium and long-term regardless of the dietary carbohydrate/fat ratio. This loss of efficacy is aggravated by the misadaptation of the production and action of anti-obesity hormones such as leptin. During the latest past decades the discovery of changes in the gut microbiota of obese people referred to as “obese dysbiosis” has raised the question as to whether these alterations can participate to diet-resistance. Combined with the behavioral and psychological barriers to low-calorie diets, there is a broad physiologic spectrum of evidence indicating that weight loss is a hard challenge. Consequently, the answer would be primarily to prevent the development of obesity and at worst to avoid its ominous progression from metabolically healthy to unhealthy stages.