I'm going to have to disagree with Fenton. If you're properly stretched/warmed up, then yes, it is true, it is better to lift, then do cardio. The best time to do cardio is when you first get up in the morning, but if not, follow up your lifting with a moderate cardio session. Lifting is anaerobic, therefore it will reduce the glycogen levels in your muscles (carbohydrates). When in a glycogen-deprived state, you burn much more fat. This is similar to doing cardio in the morning before you eat, but you don't have the benefit of your metabolism staying at an elevated level throughout the day.
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