A Pilates fitness program definitely builds muscle, balance, and coordination. But, what are the other Pilates Health Benefits? Can it be true that you can even improve your health with the Pilates program? Apparently so. When Joseph Pilates designed his exercise program, he did it partly to improve the health of the patients that were interned with him in a military camp. He saw vast improvement in their strength and their health, being credited with fighting a deadly influenza epidemic that swept the camp. The mental fatigue faded as the captures exercised their muscles and their immune system improved. Just like today, many people report being more alert after joining a Pilates program. Improved muscle tone, balance, and clear thoughts… sounds like a winner!