Don't hold your breath during aerobic exercise, and don't hold your breath for a while. When you do a lot of exercise, your body needs a lot of oxygen. Holding your breath is definitely harmful to your health and hinders the exercise effect.

When you say hold your breath, you may mean anaerobic exercise such as equipment exercise. These exercises can hold your breath properly because of the breathing law, and you can hold your breath a little at the moment when some actions are exerted, for a second or two at most. This kind of holding your breath is also regular, and you can't hold it if you want to.