Brain-derived neurotrophic factor (BDNF) is a key regulator of energy balance, however, its underlying mechanism remains unknown. By analyzing BDNF-expressing neurons in paraventricular hypothalamus (PVH), we have uncovered neural circuits that control energy balance. The Bdnf gene in the PVH was mostly expressed in previously undefined neurons, and its deletion caused hyperphagia, reduced locomotor activity, impaired thermogenesis, and severe obesity. Hyperphagia and reduced locomotor activity were associated with Bdnf deletion in anterior PVH, whereas BDNF neurons in medial and posterior PVH drive thermogenesis by projecting to spinal cord and forming polysynaptic connections to brown adipose tissues. Furthermore, BDNF expression in the PVH was increased in response to cold exposure, and its ablation caused atrophy of sympathetic preganglionic neurons. Thus, BDNF neurons in anterior PVH control energy intake and locomotor activity, whereas those in medial and posterior PVH promote thermogenesis by releasing BDNF into spinal cord to boost sympathetic outflow.