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Why do I feel thinner when I go to the gym, but I'm not?
I don't know what kind of exercise you do, but the purpose of exercise is to be healthy and keep fit. As long as your body changes, you don't have to worry too much about whether your weight has changed.

If you insist on anaerobic exercise in the process of fitness, it is normal for your body shape to change without changing your weight, because the density of muscle is three times that of fat, so your muscle training is likely to be effective, offsetting the weight of burning fat. Secondly, when you say you feel thin, you usually see that your face is a little thinner or your waist is a little smaller, but you may not lose much fat. Many faces tend to look thin, so losing face may not necessarily reduce much fat, but increasing the muscles of your waist and abdomen can play the role of a corset.

The body shape has changed, but the actual fat has not changed much.

If you want to lose weight, it is recommended to increase the amount of aerobic exercise, such as running, lasting more than 40 minutes at a time. Losing weight is not an immediate effect. It's good to lose about 2 kg a month.