When you do this you will increase your body weight as you building up the muscle from the sport, but you also increase the body fat from increased food intake.
This is contrary to how exercise affects most people -- it actually tends to reduce appetite in most of us. It also uses up time we might have sat around noshing. That sometimes messes people up, however, because as you increase exercise you actually do need more nutrition -- not necessarily more calories, but more nutrition-dense foods. I don't know how much exercise you've added, but if it's resistance training, more protein is usually needed, but that doesn't mean steaks. It could just mean nuts or seeds or fish or legumes or for those in a hurry, protein concentrates -- protein helps your muscles recover from the exertion and if you want bigger muscles, it helps with that as well. But you don't need more protein if you're doing cardio or walking -- for that, you usually need more complex carbs such as brown rice for slow burning energy so you don't run out of gas. And you need extra colored veggies, such as green leafy ones, and some fruits such as bananas and apples to provide antioxidants and electrolytes to protect your body from the extra burden of increasing energy output. But again, feeling hungrier isn't the same as needing more nutrients, and most people feel less hungry when they start exercising.
Maybe it is psychological but I do want to eat more when I exercise. I call it working up an appetite. ha