The 7 Best Exercises for Women Who Wear Heels You'll love these feel-good moves if you wear pumps all day long. When you wear heels, the lifting of your ankle puts your calf muscle in a shortened position. This can lead to pain in your ankles or knees. "We want to combat that by stretching and lengthening the muscles," says Kneeland. "You also want to strengthen the glutes and hamstrings [butt and back thigh muscles] to make sure you are stable and have support."