There exists remarkably large differences in body weights and obesity prevalence between black and white women in the US, and crucially these differences are a significant contributor to black-white inequalities in health. In this paper, we investigate the most proximal explanations for the weight gap, namely differences in diet and exercise. More specifically, we decompose black-white differences in body mass index and waist-to-height ratio into components reflecting black-white differences in energy intake and energy expenditure. The analysis indicates that over consumption is much more important than a lack of exercise in explaining the weight gap, which suggests that diet interventions will have to play a fundamental role if the weight gap between black and white women is to decline.