Quick Tip: Are you breathing right? Do you get light headed or dizzy from holding your breath while exercising? Remember breathing is very important while working out but very easily over looked. Breathing properly during exercise helps your workout become more efficient, effective and safe. Inhaling helps oxygenate the blood and exhaling helps get rid of gases and toxins. Key point- Remember to breathe while exercising and exhale on the exertion part of the movement.