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Great question!

Well, it seems as though the answer depends on the type of exercise you are doing, what your current food consumption entails (ie, are you consuming enough carbohydrates in your overall diet), and what your exercise/fitness goals are.

The most important factor is that your body has enough fuel to not only complete your exercise, but be able to exercise at your optimal level in order to reach your goal (to lose weight). If you are starving or hungry and are not able to sustain your workout, or even go "all out" in your workout, you will not burn as many calories during that workout. "Without enough carbohydrates, your performance will be seriously impacted", in other words, "poor performance" for a non-athlete may equal less calories burned during your workout, which can result in less weight loss.

And, according to some research, it may even be more important what you eat, rather than when you eat.

According to Brown University's Sports Nutrition:

"When you first begin to exercise, your body draws on the circulating glucose as its first source of energy. If you haven't eaten in a long time, your glucose levels are likely to be low (you've probably heard the term low blood sugar). If you are an early morning exerciser and go out for a long run before eating, this can be a real problem. You may have trouble completing the run at full speed. Many morning athletes find that taking in some juice or water and a plain piece of bread before exercising can help solve this problem.

Glycogen, as the storage carbohydrate, kicks in when circulating glucose drops to a lower level. Although the body cannot store large amounts of glycogen, you can help increase these stores by replacing the carbohydrates (either liquid or solid form is fine) in your body immediately after exercising, especially within the first half hour. Good examples would be: cranberry juice and fig newtons, high carb sports drink and pretzels, a bowl of cereal with low fat milk and banana, or a bagel with jam and fruit juice. Exercised muscle fibers are the most ready to take up carbohydrate, as they have just been worked, and will easily store an increased level of glycogen, helping you be "pumped up" even more for your next workout!"

For more information: Is it better to eat before or after exercise?.

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I would love to talk with you more about this. What type of exercise do you currently do? (what, when, etc). Do you feel that you are consuming less calories per day than you are burning (the real key to weight loss).