Compression shorts can play a helpful role during exercises such as running and aerobics, but don't expect to start shedding weight just because you wear them. Although wearing compression clothing can potentially improve your athletic performance and provide comfort during exercise, your choice of clothing doesn't influence the rate at which you lose weight.
Focus on the Burn, Not the Shorts
Weight loss is connected to your intake of calories versus those that you burn. You begin to lose weight when the latter exceeds the former, which is a state called a caloric deficit. In addition to possibly making you slightly more adept at your exercise of choice, compression shorts can often prevent chafing around your inner thighs. What the garment does not do is increase your caloric burn. Compression attire can potentially lead to side effects such as the risk of blood clots or circulation issues. Speak to your doctor before wearing this type of garment.