When you exercise regularly, your body stores more glycogen to fuel that exercise. Stored in water, glycogen has to bind with water as part of the process to fuel the muscle. That water adds a small amount of weight, too.
Is it normal to gain weight before losing?
But before you launch the scale (and your resolve) out the window, know that it's totally normal. In fact, it's not always a bad thing (and it's often resolvable when it is). Sometimes, putting on a few kilos is part of the process of improving your overall body composition.
Why can working out actually cause you to gain weight instead of lose it?
Muscle gain is the most common reason for weight gain caused by exercising. Muscle is comprised of small dense fibers while fat is comprised of larger, less dense droplets. This means that even if you lose fat, you may notice a weight gain if you're simultaneously putting on some lovely muscle mass.