While there is no substitute for regular exercise, you should not base your ability to lose weight only on your frequency of gym visits. Shorter, more intense bursts of exercise tend to burn more calories by increasing your thermogenisis. Certain foods also increase thermogenisis by requiring more work for your body to burn the calories. So, by doing more intense workouts and putting more protein into your diet, you can force your body to increase its thermogenisis and burn more fat. You can also burn more calories by doing things in ways that make your body work harder.