Numerous studies have shown that eating or drinking protein and carbohydrates prior to exercise can improve workout performance and may allow you to work out for a longer time or at a higher intensity. If you don't eat, you might feel sluggish or lightheaded when you exercise. Exercising before eating comes with the risk of feeling lethargic or light-headed due to low blood sugar. Maybe try something small like a protein shake and a bagel on your way to the gym!