Research shows that people who include physical activity in their weight-loss programs are more likely to keep their weight off than those who change only their diet. Moving and using your body increases the number of calories your body uses and promotes the loss of body fat. But in addition to all these benefits, you strengthen your heart when you exercise. Whenever you climb the stairs or walk around the track, you are training your heart muscle to do more work than it has done before. A stronger heart pumps even more oxygen-rich blood to your other muscles, helping them become stronger, too.