So how did Arnold Schwarzenegger train? How did he build the body that inspired generations? You got a glimpse of how he trained in the ancient movie Pumping Iron: What was always shocking to me was just how much Arnold trained. It is mind-blowing how many hours he put in at the gym each week. He trained twice a day, six days a week. And all that was devoted strictly to weight training, cardio was not done by bodybuilders of the Arnold era.