It is most definitely worth exercising while on Prednisone, and NOT just because of the weight issue. Yes, it's hard to avoid gaining weight on Prednisone, but I'm on week 5 of an 8 week taper, and I have managed to only gain a couple pounds (2-4lbs depending on the time of day), and I think it's in large part due to the fact that I've been trying to STAY active, and eat smart. You might gain 10lbs on Prednisone even if you "work out", which is frustrating - but it's better than the 25lbs you might gain if you DON'T work out.
Also, like I said, there's more than just the weight issue. Staying active will help your body adjust as you taper down... your adrenal glands can get SO messed up... but if you keep your body going with regular exercise, the lessening amounts of steroids in your blood won't hit you so hard if you have the muscle and endurance to still do what you need to do every day.
And my most recent trick for NOT stuffing my face 24/7 while on Prednisone is...nothing magical: TEA! I drink butt-loads of different herbal teas and flavored nonsense... when I get the munchies I try to "trick" my body into being satisfied with a big ole belly full of HOT stupid WATER. So far, my trick works about
75% of the time, so I figure that's about
75% fewer pounds.
I have gone through about
12 different kinds of tea too, and there are still those days where I'm not sure that ever stop eating... but for the most part - the tea really helps keep me from eating my way out of house and home on this stupid drug!
Wishing you the best...