Prevalence of obesity is exacerbated by low rates of successful long-term weight loss maintenance (WLM). In part, relapse from WLM to obesity is due to a reduction in energy expenditure (EE) that persists throughout WLM and relapse. Thus, interventions that increase EE might facilitate WLM. In obese mice that were calorically restricted to reduce body weight by ~20%, we manipulated EE throughout WLM and early relapse using intermittent cold exposure (ICE; 4°C, 90 min/day, 5 days/wk, within the last 3 h of the light cycle). EE, energy intake, and spontaneous physical activity were measured during the obese, WLM, and relapse phases. During WLM and relapse, the ICE group expended more energy during the light cycle because of cold exposure but expended less energy in the dark cycle, which led to no overall difference in total daily EE. The compensation in EE appeared to be mediated by activity, whereby the ICE group was more active during the light cycle because of cold exposure but less active during the dark cycle, which led to no overall effect on total daily activity during WLM and relapse. In brown adipose tissue of relapsing mice, the ICE group had greater mRNA expression of Dio2 and protein expression of UCP1 but lower mRNA expression of Prdm16. In summary, these findings indicate that despite robust increases in EE during cold exposures, ICE is unable to alter total daily EE during WLM or early relapse, likely due to compensatory behaviors in activity.