The Internet can access a large number of consumers in a more cost-effective manner than other information delivery channels. In this pilot study, we assessed whether an online weight reduction program including dietary advice plus exercise (ED) was more effective in reducing weight than an exercise-only program (EX) >12 weeks. Participants were randomized to either the ED or EX group and attended a center for anthropometric measurements and dietary assessment. Both groups wore a pedometer and set weekly goals to increase daily steps through an interactive Web site. The ED group set weekly dietary goals via the Web site and received tailored e-mail assistance. Seventy-three participants commenced and 53 (73%) completed the study [EX n = 26; ED n = 27; body mass index—mean (standard deviation): 29.7 (2.5) kg m–2, age 46.3 (10.8); 21% male]. Percent weight changes were EX, 2.1 (0.6)% and ED, 0.9 (0.6)% (P = 0.15). Both groups increased their daily steps with no difference between groups. Only the ED group significantly reduced their energy intake. Despite a greater fall in energy intake reported by the ED group and a similar increase in physical activity in both groups, setting individual dietary goals did not enhance weight loss.