Pilates is strength-based training. It is made up of exercises that makes you work on the full body, and it helps you increase your muscle mass. When you increase your muscle mass, you will start burning more calories. So, weight loss is a by-product of doing Pilates. There are many other health benefits of doing Pilates, like increasing flexibility, balance and coordination, improving posture and your mood. A well-rounded exercise program should include both cardio and strength-based training.