Studies have shown that people who get adequate exercise report better sex and more sex. T he article below contains all the benefits of how exercise can improve males and females sexual activity. Exercise increases Confidence. Exercise can greatly increase your confidence. People who exercise have a better view of their body image versus people who do not exercise. Those who are more physically fit rate their desirability higher than those who do not exercise. When you are comfortable with your body and the way it looks, sex is more relaxed and enjoyable.