Which is more beneficial cardio or weight training? This is an age old question. Some people say cardio, some people say weight training, I say both. I know that is not the answer you were expecting but hear me out. Cardio burns calories while you are performing whatever exercise you are doing. Although, you will not burn as many calories during a weight lifting session, your body will continue to burn those calories throughout the day. Adding a half mile jog to your weight lifting routine can do wonders for your body.