A popular urban legend is that men lose weight and body fat more easily than women. A review of literature by Phillipa Caudwell from the University of Leeds in the U.K. concluded that men and women lose weight at the same rate provided that energy expenditure is equal.
People lose weight at different rates in response to exercise, but the variability is due mainly to variances in appetite and food intake rather than metabolic differences in the exercise response.
Measuring body composition is particularly important when assessing gender differences in weight and fat loss. Regardless of weight loss, exercise provides significant improvements in metabolic health that contributes to health and longevity.