Exercise more, and eat less
Although, for example, if you were "dieting" on 1600kcals and doing half an hour of high intensity exercise, you would lose more weight than you would eating 1600kcals and strolling for half an hour.
Also - if you're more hungry on the days you work out hard - isn't your body telling you that you worked out hard? For weight loss it's good to be a little bit hungry.