It is normal to get breathless during exercise. However, regular exercise can increase the strength and function of your muscles, making them work more efficiently. As your muscle strength increases, this will reduce the amount of air you need to breathe in and out for a given exercise.
Regular activity also improves your circulation and strengthens your heart. It improves overall well-being and can decrease the risk of developing other conditions such as stroke, heart disease and depression. Regular exercise is also one of the most important interventions to prevent the onset of type-II diabetes.