Face exercises will not cause fat to be lost from your face. There is no such thing as spot reducing. In other words, when you exercise or diet weight is lost collectively from your body. Not just in the legs for example, if you're a runner.
As your bodyfat decreases, your face will lose some of its fat as well. "I am exercising regularly. But no change in the face structure." I am assuming what you say as exercising here is not face exercises. Keep on doing that and have a good diet and you will see results not only on your face but on your whole body.
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