Believe it or not lifting weights does increase your stamina. Added to this, it also builds up your muscles and increases your overall strength. You should start a weight lifting routine by doing two or three sets per body part. You should focus on the number of reps to get the most of each exercise. Slowly you will see the improvement as you get stronger. Gradually you can increase the amount of weight and the number of repetitions and sets. Over a period of time as you build up your strength, you will notice an increase in your stamina. The exercises which seemed hard at the start will seem much easier.