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Background: After a diet- or surgery induced weight loss almost 1/3 of lost weight consists of fat free mass (FFM) if carried out without additional therapy. Exercise training and a sufficient supply of protein, calcium and vitamin D is recommended to reduce the loss of FFM. Objective: To investigate the effect of exercise training, protein, calcium, and vitamin D supplementation on the preservation of FFM during non-surgical and surgical weight loss and of the combination of all interventions together in adults with obesity. Methods: A systematic review was performed with a pairwise meta-analysis and an exploratory network meta-analysis according to the PRISMA statement. Results: Thirty studies were included in the quantitative analysis. The pairwise meta-analysis showed for Exercise Training + High Protein vs. High Protein a moderate and statistically significant effect size (SMD 0.45; 95% CI 0.04 to 0.86), for Exercise Training + High Protein vs. Exercise Training a high but statistically not significant effect size (SMD 0.91; 95% CI -0.59 to 2.41) and for Exercise Training alone vs. Control a moderate but statistically not significant effect size (SMD 0.67; 95% CI -0.25 to 1.60). In the exploratory network meta-analysis three interventions showed statistically significant effect sizes compared to Control and all of them included the treatment Exercise Training. Conclusions: Results underline the importance of exercise training and a sufficient protein intake to preserve FFM during weight loss in adults with obesity. The effect of calcium and vitamin D supplementation remains controversial and further research are needed.