There have been recent studies done on this. Check out this article from Time magazine.
Exercise, especially vigorous exercise, can stimulate hunger. As your body burns more calories, it wants you to replenish them!
Other studies have found a link that the more people exercise, the more they think they can eat. Often underestimating how many calories they burned and how many they’re eating. Psychologically they think that all the exercising they’re doing gives them the ok to eat more! Thus, they’re hungrier! This is a common problem, and often spoken about, amongst endurance athletes.
I would like to add to my previous answer that it also depends on the time of the day you do the workout and when was the last time you ate before the workout. I know some people who like to walk, run or bike to the gym or to their practice instead of driving. This could also have an impact on whether you are hungry or not and how much. And of course your metabolism plays a big part in this as well.