Using a stair machine is a great exercise, but it should be saved for the rainy days. The goal of anyone trying to lose weight should be to burn fat and build muscle. If you want to burn a lot of fat, you actually need to go run stairs. Do the real thing! Running stairs helps you burn a significant number of calories in a short period of time: A 185-pound man will burn about 336 calories in a half hour. In combination with a healthy, low-calorie diet, running stairs can help you lose weight. The muscle built during stair climbing also helps, as muscle burns more calories than fat.