The prevalence of obesity is increasing in the industrialized world, so that the World Health Organization considers obesity as a “pandemia” in rich populations. The autonomic nervous system plays a crucial role in the control of energy balance and body weight. This review summarizes our own data and perspectives, emphasizing the influence exerted by autonomic nervous system on energy expenditure and food intake, which are able to determine the body weight. Activation of the sympathetic discharge causes an increase in energy expenditure and a decrease in food intake, while reduction of food intake and body weight loss determines a reduction of the sympathetic activity. On the other hand, pathophysiological mechanisms of the obesity involve alterations of the sympathetic nervous system in accordance with the “Mona Lisa Hypothesis,” an acronym for “most obesities known are low in sympathetic activity.” Furthermore, the parasympathetic influences on the energy expenditure are analyzed in this review, showing that an increase in parasympathetic activity can induce a paradoxical enhancement of energy consumption.