Could you tell me what's the best way to exercise the heart without losing weight?

Target zones. Know the exercise target zones. Anaerobic or performance training zone- 80-90% of mhr to improve cardiopulmonary condition. 15% fat burning. You can do short burst then go to a lower zone. Lower the zone more fat burning. Care must be taken not to loose muscle mass. I will combine short burst of high intensity with weight training and high good source protein diet.