This is a common issue when doing weight training. Have you ever heard guys in the gym say they want to get a good "pump"? After a workout, the muscles you worked will swell as a result of fluid accumulation. This will occur almost immediately after exercise — which is why I never do a leg workout when I want to get into my skinny jeans on Saturday night! The swelling will gradually subside over the next several days.
Don't fret — as long as you are not eating more calories than you are burning in a day, you will not gain muscle mass or accumulate fat. And as you continue to lose weight, your legs WILL get smaller; it just takes time.
Get more fitness tips from Jillian Michaels.