This study aimed to investigate the effects of a 12-week structured exercise intervention on total physical activity and its subcategories. Twenty-three overweight or obese middle aged men with impaired glucose regulation were randomized into a 12-week Nordic walking group, a power-type resistance training group, and a non-exercise control group. Physical activity was measured with questionnaires before the intervention (1–4 weeks) and during the intervention (1–12 weeks) and was expressed in metabolic equivalents of task. No significant change in the volume of total physical activity between or within the groups was observed (p > 0.050). The volume of total leisure-time physical activity (structured exercises + non-structured leisure-time physical activity) increased significantly in the Nordic walking group (p < 0.050) but not in the resistance training group (p > 0.050) compared to the control group. In both exercise groups increase in the weekly volume of total leisure-time physical activity was inversely associated with the volume of non-leisure-time physical activities. In conclusion, structured exercise intervention did not increase the volume of total physical activity. Albeit, endurance training can increase the volume of high intensity physical activities, however it is associated with compensatory decrease in lower intensity physical activities. To achieve effective personalized exercise program, individuality in compensatory behavior should be recognised.