Sometimes, people don't lose weight inspite of exercising and controlling diet simply because fat mass in the body gets converted to muscle mass. Exercise does tone up muscles and has other health benefits. It is more important to feel fit and healthy, and if you are experiencing any benefits of exercise and feeling fitter than before, then do not worry. If you have more muscular body with heavy bones, you will weigh more but that's fine as long as you are leading a healthy lifestyle and are physically fit with no medical issues.
Moreover losing weight takes time and you need to be patient as you say that its been only 3 weeks. Stay motivated, eat a healthy low fat diet and continue exercising because that will not only help you lose weight in the long run but will keep you fit and ward off many diseases. So, be patient and persistent in your efforts to see tangible results.