The early stage of any exercise is anaerobic. Sprinting, weight lifting, push-ups, or jumping, in fact any short burst of exertion and high-intensity movement, is considered an anaerobic exercise.
There is a reason why it is called anaerobic (without air). During short, intense exercise, our body demands more oxygen than it is available, so it depends on energy that is stored in the muscles. That is the key for its role in any fitness program. Anaerobic exercise is not meant to burn off fat “ you need oxygen for that ”  its main role is to build strong muscles.
How it works
When you start intense exercise, your muscles experiences a temporary lack of oxygen. Producing energy without air creates lactic acid. High level of lactic acid in the blood creates muscular fatigue, what means that you can do anaerobic exercises for a short time only.
Ideally, anaerobic and aerobic exercises should both be part of a good fitness plan. One great way to introduce intensive anaerobic exercise to your program is with interval training, Â also called high intensity interval training or HIIT for short. Whether you do it with running, biking, swimming or push-ups, interval training involves short intervals of intense activity followed with short periods of slower activity or rest. This should be repeated for a while (about 8-10 times) and should not be done every day.
Benefits
Anaerobic exercise does not burn so many calories as aerobic exercise. It is also less important in cardiovascular fitness. But, it is much better at building overall strength and muscle mass. Anaerobic exercise will also increase the maximum amount of oxygen you use during exercise, improving your cardio and respiratory fitness. Anaerobic exercise will also increase your endurance and the ability to stand fatigue. Because building muscles takes a lot of energy, anaerobic exercises can also help with weight loss. Increased lean muscle mass boosts metabolism, again helping with the weight loss and the decrease in body fat.