Why does heart rate and breathing rate increase during exercise. 1. When you exercise your muscles contract more frequently, which means they use more energy. 2.To replace this energy your body needs to do more aerobic respiration, so it needs to take in more oxygen and breathe out more CO2. 3.hy does heart rate and breathing rate increase during exercise. 1. When you exercise your muscles contract more frequently, which means they use more energy. 2.