It's quite possible that you are adding lean body mass (muscle) with the exercise. The more muscle you have, the more calories you will burn, either at rest or during activity.
What made a big difference for me is when I started to make sure I timed my workouts (especially weights) so I could eat a high protein meal or snack with an hour of the exercise. I don't know if that is the case with you, but it really helped me maintain or add to my lean mass even while I was dropping body fat like a bad habit.
Male 45, 5'6"
To date - 32.6 lbs down
Start: 20 Oct 2011: 210.2lb
, body fat =35.3%
Original Goal: 20% body fat - achieved 3/1/12
Last weigh-in: 3-May-2012: 177.6
Last body fat measurement: Oct 15,2012: 14.1%
Goal: Maintain < 20% body fat and < 180lb
Days Maintained : 427