Lifting weights at first, especially heavy weights, will tire you out so much that it can be difficult to do cardio afterwards. So you may not be able to complete your workout and get the calorie-burning benefits of cardio. However, in theory, your body will switch to aerobic mode before you do the weights, and so by the time you get your cardio in, you’ll already be in a state of fat burning. If you’re training with lighter weights, this will help elevate your heart rate and prepare you for an intense cardio workout.