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Your dog's ability to participate in the same exercises as you will be dependent on his current fitness level. If he isn't very fit, you'll need to tailor your exercise to help him reach better fitness. And if he has health problems, speak to your vet about the issues involved for your dog when exercising. In fact, it's strongly recommended that you have your dog fully examined by the veterinarian prior to starting any exercise regime.  Before running with you, your dog should be able to walk 30 to 60 minutes without getting tired. A dog not able to do this will require concentration on improving his base fitness first. A fit dog should eventually be able to run about 5 kilometers (3.1 mi) with you, gradually building up to 10 kilometers (6.2 mi). Beyond this amount, talk to your vet. Don’t forget to talk to your own doctor about beginning an exercise regimen, especially if you lead a sedentary lifestyle, or have underlying health conditions or ongoing injuries. Dogs pant to release heat, which limits their ability to cool off vis-a-vis a sweating human. As such, restrict the time of exercise to the cooler parts of the day, either early mornings or evenings. This is also better for you because it keeps you out of the heat and UV rays of the sun at its hottest.  It may also suit your daily schedule better. Always be prepared to watch for signs of overheating or even heat stroke in your dog. More information can be found here. Do you know how your dog reacts when meeting other dogs? You don't want to find out for the first time when he decides to brawl with another dog while you're in your exercise gear and far from home. Be certain that he'll ignore other dogs or behave civilly around them when coming across them. Just as importantly, how do you feel when you come across other dogs as you're out and about exercising? You need to feel assured that you can handle situations of possible confrontation with other dogs and handle your dog appropriately. The only way you’ll be able to achieve an effective workout with your dog is if he is in sync with your body movements. Teaching your pup the basic command of “heel” will allow you to keep your dog under control while on or off the leash.  Check out Teach Your Dog to Heel for detailed instructions, or try the following quick summary method:  Have your leashed pup sit or stand next to your left leg with both of you facing the same direction. Bring a treat pouch containing small treats. You will be rewarding your dog often. Say your dog’s name, make eye contact and walk two steps forward. If your pup walks with you, reward him with a treat. If he doesn’t catch on, back up and repeat this step until he walks with you. Repeat the two step movement several times until it becomes second nature for your pup to follow you. Increase the heel movement to four and then six steps, rewarding your pup along the way. If your dog becomes bored or lags behind, take a break. However, if he continues this behaviour say, “aah-ahh” and his name to gain his attention. Go back to the basic steps and then reward. Practice as often as possible - twice a day is ideal. Although some experts doubt the necessity of a doggy warm up, consider your individual dog’s personality and fitness level. If your pup is carrying a few extra pounds, has joint problems or is getting up there in years, it won't hurt to give him a quick warm up while you stretch. Here are some easy warm-up methods to try:  Play fetch for a few minutes. Allow your dog to get some of that pent-up energy out by throwing the ball or Frisbee a few times and allowing him to sprint after it.  However, only do this for a few minutes so you don’t wear him out completely. Note that a good half hour game of Frisbee in the park can serve as a workout for both of you in its own right. Try a slow, leisurely warm up pace. Work up to your power walk by initially starting out with a casual walk. This will also give you an opportunity to practice and reinforce the heel before you head out. A dog that is enjoying himself will appear happy and alert, not tired or fretful. Sitting or lying down, dropping behind you or just stopping are good indicators that your dog has had enough. Don't misinterpret these signs as stubbornness when it comes to exercise workouts. Also, any sign of lameness should be taken seriously and checked by the vet as soon as possible. Hydrate with fresh cool water for you and your dog. Consider offering him a special healthy treat––one that won’t pack on extra pounds but will taste like a huge reward after a good workout.  Try offering frozen bananas or blueberries. If your dog has been out on a hot day, reward him with a piece of frozen banana or blueberries. Both have plenty of vitamins and taste wonderful, especially when frozen. Make sure your dog has enough to drink. Allow him to drink as much as he wants following a workout. Your dog will let you know when he feels hydrated. Add a few ice cubes to your dog’s water to keep it extra cool or just give him some ice as a treat. Allow for rest time. Lead your dog to his favorite place to rest for a post-workout nap. In fact, consider taking one yourself as restorative sleep is one of the best ways to keep pounds at bay.

Summary:
Assess both of your fitness levels. Choose the right time of day to exercise. Socialize your dog properly. Teach your dog to heel. Warm up with your dog before you work out. Know the signs of overdoing the exercise. Hydrate and reward your puppy pal (and yourself) post-workout.