Exercise can help you build more muscle mass. By adding more muscle mass you are adding the most important fat burning tool to your body. Muscle tissue is the most metabolically active tissue of the body, so make sure to build as much muscle as possible. Studies have shown that for each pound of muscle you add to your body, you can burn about 35 to 50 calories more per day. So, if you manage to add an extra 10 pounds of muscle you will be in position to burn approximately 350 to 500 calories more per day. This is without making any other changes to your diet. In some other research, researchers found that regular weight lifting training can improve the basal metabolic rate by about 15%.