This study examined the effects of following the Zone diet 40:30:30 macronutrient proportions for 3 weeks. Fifteen women were randomly assigned to either a Zone diet group (n = 8) or a control group (n = 7) who continued their normal diets disguised as sham Zone diets. Before and after the diet treatments blood lipids, blood glucose, body composition, and treadmill performance were measured. The Zone diet group achieved a 38% reduction in dietary carbohydrate and an 81% increase in dietary protein while continuing to consume ~30% of their dietary calories as fat. There were no significant changes in weight, body mass index, hydrostatically determined body composition, or treadmill performance for either group. Total cholesterol, HDL, and glucose were significantly reduced in both groups. Following a Zone diet did not appear to convey any advantages beyond those of the sham diet regimen.