An eight-month study at Duke University that followed 119 overweight adults found cardio was the winner.
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Some just did resistance training, aerobic exercise, or a combination of the two.
The group doing aerobic cardio alone lost the most weight.
But the volunteers who did both cardio and strength training had the biggest improvement in the ratio of fat to lean muscle mass.
So don't ditch the free weights just yet.
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Fitness experts say at least some weight training is important, especially as you get older and lose muscle mass.
Start with the weights and finish with cardio.
But remember, you can't out-exercise bad diet.
So, healthy food choices are important, too.