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If you are doing an integrated strength training programme (where you are doing all the major and some minor ones all in one session) the larger muscle groups should be trained first. The consideration here is that large muscle groups need the most energy to be trained properly, so by training them when fresh or not fatigued (early in the workout) you will obtain the greatest benefit overall, ie in terms of increased fat burning both within and without training, functional fitness, health benefits and overall strength.
Conversely is you train the smaller muscle groups first, you will be pre-exhausting synergists and fixators. These are the smaller muscles that either stabilise the larger ones during movement or assist in the actual movement. This pre-exhaust will prevent you from getting maximum fatigue from the larger muscles, as failure will occur early and be caused by the smaller muscle failing first.
A practical example of this order when strength training would be to do a seated or bent over row (or pull ups/seated pull down) before doing bicep curls. The biceps are the synergist during the first exercise – if you train them first then your arms will be buggered and you won’t be able to fully fatigue the back muscles targeted by the main exercise.