I tell people I know trying to lose weight to separate the ideas of exercise and diet, but few listen and most are quite resistant to the idea. To me, I think of exercise as maintaining a healthy heart, posture, etc. but keep it completely out of the picture for weight management.
The other side of this is motivation. If you don't see yourself losing weight from exercise, it demotivates you and that demotivation then carries into other areas like diet. So if you keep those separate, you won't make poor choices in your overall health as a result of feeling demotivated by the lack of results from exercise and you won't fall off the bandwagon so easily.