While women seem to start out with a lower density of these capillaries, this density seems to increase at a greater rate in women than in men when they exercise. Capillaries are tiny blood vessels that carry oxygen-rich blood to muscle and other body tissue.

The study also found overweight men and women had similar increases in exercise capacity after 24 weeks of supervised exercise training.

The Duke researchers believe their findings indicate the skeletal muscles in men and women respond differently to exercise. They also suggest that improved skeletal muscle capillary density may play a greater role in women than men in improving exercise capacity.

The study was recently presented at the annual scientific sessions of the American College of Sports Medicine in San Francisco.

"Based on the results of our study, it appears that the skeletal muscle of men and women may adapt differently to exercise and therefore rely on different mechanisms to increase their peak exercise capability," researcher Brian Duscha says in a news release.