People display remarkable optimism in their comparative risk judgments, believing that they are less likely than others to experience negative events and more likely than others to experience positive events (Weinstein, 1980). The purpose of this study was to examine whether comparative optimism extends to predictions about weight loss among women participating in a four-week exercise and diet program. Participants were 75 overweight women ( M age=35.9, SD =12. 9) whose average weight, body mass index (BMI), and percent body fat at the start of the program were 166.7, 29.1, and 30.6%, respectively. The program included 12 group exercise classes (3 days/week) involving calisthenics and cardiovascular exercise, and a low-calorie diet that ranged from 1200-1500 calories. At the outset, participants estimated how much weight they and the average participant would lose by the end of the four-week program. Pre and post measurements of body composition (BMI, percent body fat, and circumferences) were also recorded. Participants significantly reduced their weight [ t (44)=9.00, p < .0001], BMI [ t (44)=9.55, p < .0001], percent body fat [ t (44)=9.71, p < .0001], and all six circumference measurements (all ps < .003) from pre to post assessment. Analyses revealed no evidence for comparative optimism in participants' forecasts of their success in losing weight. The surprising absence of comparative optimism may be due to prior experience, which has been linked to reduced comparative optimism (Helweg-Larsen & Shepperd, 2001). Participants may have learned from experience that they personally are no more capable than others are at controlling their weight.