Beginners, intermediates and advanced exercisers can choose different speeds and inclines to create fat-burning, cardio and sprint-training workouts. Understanding the benefits of treadmill exercise will help you create a 30-minute workout to help improve your heart health, One way to help you lose weight is running, jogging or walking on a treadmill. ... Treadmills cause you to lose weight by burning calories. ... You do not have to exercise every day on a treadmill to lose weight.