If you use an under-desk treadmill regularly, you'll be able to increase your daily step count. This helps you burn more calories as the day goes on, which can help you lose weight. Keep in mind that in order to lose weight, you have to be consuming fewer calories than you're expending (i.e., be in a caloric deficit). For people who typically sit all day, an under-desk treadmill can make them more active, which is a key factor in losing weight.