Exercise/weight loss

I have a question and hope someone can help -- I am generally fit and in good health (by no means skinny).  I use to  jog daily.  I stick to a low carb (lean protein/vegetables) diet.  I am 5'7 and usually flex between 135-139 pounds.  I recently started an intense cardio kickboxing class which I LOVE.  I go 3-4 times per week.  Its an hour long class and it is super intense and works me out unbelievably.  Ive been going for about 5 weeks now.  My quesiton is -- why why why am I not only *not* losing weight.. but I've gained 3 pounds!  I did not join this class to lose weight -- I joined for the natural endorphins from exercise -- but I certainly dont want to gian weight.. My diet has not changed.  The only difference is this class.  Im discouraged and don't know if I should quit the class and go back to jogging or what.. But I do enjoy it.. so Im stuck.  Does anyone know why this could happen??