A heated weight adapted to receive an athletic instrument is disclosed. The heated weight has at least two apertures permitting an athletic instrument to pass through the at least two apertures. The heated weight includes a rechargeable, microwaveable heat source that warms an athletic instrument through conventional heating processes such as convection and conduction. The heated weight can be sized and shaped to accommodate a specific athletic instrument, and is particularly well suited for use with a baseball or softball bat. Furthermore, the heated weight can be coupled with an athletic instrument to aid in the exercise of an athlete's musculature.