I can eat everything as I am going to the gym

Most people think that they can eat anything at any amount because they are going to gym regularly but they don’t understand it depends on how intense is their workout as well as to compensate for such a calorie bomb they are taking without thinking about it.

Working out regularly means we are burning off more calories than we would if we just sit for most of the day. 

Treating ourself once a week with high-calorie sweets or fast food meal shouldn't affect our body much if we work out regularly and eat healthy the rest of the time, and we can still be on track to maintain a healthy weight because we have eaten fewer calories than we have burned off. 

However, if we eat whatever gives us pleasure every day, our workout routine won't be able to catch up to the amount of calories we have eaten. We can still gain weight while working out regularly if we overeat regularly instead of occasional indulge.

E.g. Taking a brisk walk every few days can be a good exercise, but it's not as intense as advanced strength training or running a marathon. Eating an entire cake or pizza, then burning off the calories by regular walks is not going to help. We need to engage in a more rigorous workout activity to "justify" the indulgence.