An exercise suit with integrated weights includes a shirt portion and a pants portion that are constructed from a lightweight elastomeric material. A plurality of soft weights are disposed along the shirt and pants portions at locations adjacent to the major muscle groups of the suit wearer. Each of the weights can be permanently secured along the inside facing surface of the shirt and pants, and conform to the shape and movement of the suit wearer. The suit also includes a fitness monitor having a heartbeat sensor, timer and display.