Compression garments are designed to give support to the legs and help reduce pressure in the veins while you're standing. Various studies have also shown benefits in terms of performance when worn during exercise and improved muscle recovery when worn after exercise. They can also help reduce swelling in the legs and possibly even reduce muscle damage during exercise. Many women wear compression leggings not just during exercise, but also pre-and post-workout in order to fully reap the warm-up and recovery benefits.