Nope, no reason to. They don't actually help you to burn more calories or lose more weight. Any weight loss from using it comes from dehydration and water weight caused by excess sweating. That's not "real" weight loss, and not altogether healthy. I believe they're mostly used by fighters and wrestlers who need to make a certain weight. You can lose water weight, but not actual fat, so it will come back as soon as you rehydrate.