Why are you gaining weight more weight exercising and watching what you eat?

Well...

If you're starting from a really inactive life, even a little bit of exercise will cause muscle development, and muscles have weight.

But most probable is that you're overeating. You're eating the wrong stuff, and too much of it.

Keep a food diary, write down everything (and how much of it) that you eat. Check out the calorie count for what you're really eating. Get ready for sad news.