Try a diet plan where you prep your own meals and intake a specific amount of calories. I've used Clean Simple Eats in the past. Diet only works. Diet+exercise works better, and adds all of the benefits of exercise.
I walk over 2 miles a day. My doctor suggested weight training (which I had not thought of as a way to lose weight — I don't think of it as an aerobic workout).
Your doctor is right. You burn calories both during the exercise and during recovery. You build lean muscle mass which raises your metabolism, which burns more calories. Virtuous cycle.