Working out between 7am and 9am in particular brought the biggest health benefits when compared to midday or evening work outs, the research, published in the journal Obesity, found.
The study, by scientists at Franklin Pierce University in the US, added that those who exercised in the morning had a lower BMI and waist circumference despite being the most sedentary of the three groups.
"This is exciting new research that is consistent with a common tip for meeting exercise goals - that is, schedule exercise in the morning before emails, phone calls or meetings that might distract you," Professor Rebecca Krukowski said.
To find the results, the team looked at data from 5,285 adults and found that those who exercised in the morning also had a healthier diet and lower calorie intake compared later exercisers.
Exercise: Read more
Just six minutes of exercise per day can boost brain power in middle age, study finds (Yahoo Life UK, 3-min read)
Walking to lose weight? Study reveals exactly how many steps you should take (Yahoo Life UK, 3-min read)
How to start working out: A beginner's guide to getting fit for the first time (Yahoo Life UK, 10-min read)
10 expert-approved weight loss tips good for your body and mind (Yahoo Life UK, 7-min read)
"People who exercise regularly in the morning could have more predictable schedules, such as being less likely to be shift workers or less likely to have caregiving responsibilities that impede morning exercise," Prof Krukowski added.
"Predictable schedules could have other advantageous effects on weight that were not measured in this study, such as with sleep length and quality and stress levels."
Working out first thing in the morning has long been favoured by A-listers. Singer Jennifer Lopez previously revealed that she likes to work out at the very start of her day no matter what her schedule looks like.
"I try to make good choices and balance my time," she told UsWeekly. "It’s no secret that fitness is a very important part of my life," she said.
"I think there’s a positive correlation between exercise and mental health. When you find a good balance through determination and focus, we’re naturally pushing to be the best version of ourselves."
Best time of day to work out
While of course exercise has great benefits whenever you choose to do it, can the time of day you work out have an impact on your goals?
The answer seems to be yes. As well as being the best time for weight loss, morning exercise may be the best way of burning fat, a separate study revealed.
"Our results suggest that late-morning exercise could be more effective than late-evening exercise in terms of boosting the metabolism and the burning of fat, and if this is the case, it could have value for people who are overweight," said Professor Juleen Zierath, from the Karolinska Institutet in Sweden.
Researchers also say that physical activity at different times of the day can affect the body in different ways as biological processes depend on the circadian rhythms of the cells - the 24-hour sleep-wake cycle that's part of the body's internal clock.
Physical activity in the morning increased the expression of genes involved in the breakdown of fat (adipose) tissue, thermogenesis (heat production) and cells in the adipose tissue that indicate a higher metabolic rate (and this is thought to help with burning more calories).
Morning exercise is better for women
Men, on the other hand, saw more benefits from evening exercise.
Although the exact reasons for the findings were unclear, authors from the study suggested it could be partly due to differences in hormones, biological clocks and circadian rhythms.
"The best time for exercise is the best time you can do it and fit it into your schedule," Dr Paul Arciero, lead study author and professor of health and human physiological sciences at Skidmore College, New York state, told the BBC at the time.
Women wanting to reduce fat around their middle and reduce blood pressure should aim to exercise in the morning, Dr Arciero explained. Losing tummy fat is important because it can surround the body's internal organs, like the liver, which can be dangerous.
However, for women wanting to improve muscle strength in their upper body, as well as their overall mood and food intake, they should exercise in the evening, he added.
While the men in the trial were less affected by the time they worked out, evening exercise was found to be "ideal for men interested in improving heart and metabolic health, as well as emotional wellbeing".
Watch: Five tips for getting back into exercise
Additional reporting by PA and SWNS.