If you're a healthy weight, tell him that and ask if he would work out with you to improve fitness and appearance or whatever (ie. build a bit of muscle).
If you're actually overweight, even only a little bit, then there's no harm in trying to lose it. it's healthier, which means you'll feel better, and he'll find you more attractive, even if only because you've cared enough to do it for him. But do it for yourself too, not just because he's said it. And ask for his support, there's nothing worse than trying to lose weight when a partner has said you should, or even just could, and have them offering you treats or stuffing their face in front of you all the time.