Are there any exercise help one lose weight?

I know I’m probably just getting paranoid but it seems like the only way I lose weight is when I cut down on eating all together.  This week I lose three pounds and every morning I had a cup of coffee and an apple.  For lunch I had some kind of chicken and/or salad.  As for dinner I didn’t eat at all because of having lunch so late.  I didn’t get around to using my elliptical trainer this week because I either didn’t get home from work until late or my sister had a basketball game that don’t get over until 9 pm.  Are there any good exercises to lose weight that I don’t have to starve myself??