It's probably one of two things, or both.
First, the majority of people's thirst mechanism is so weak that they think they are hungry when they are really thirsty.
Second, it could be that you are not getting either enough fiber or protein in your diet, both of which help to fill you up. Also, on the reverse, it could mean you are getting too much sugar, salt, or fat, which can shift your hunger improperly, making you hungry for more even when you are already full.
Yes, the best ways to eat less but feel more full are: Exercise on a regular basis, eat more high fiber foods, eat leaner meats (egg, fish, chicken, turkey, etc instead of steaks, pork...), drink more water and cut out (entirely if you can) sodas. Also, don't eat fried foods or chocolate, these are the red zone for healthy eating, they will throw you off course from feeling full or proper nutrition.