Performing a weighted squat involves adding resistance, typically in the form of dumbbells, a barbell, or a kettlebell, to the traditional squat exercise. Begin by standing with your feet shoulder-width apart, holding the weights at your sides or across your shoulders. Lower your body into a squat by bending your knees and pushing your hips back, ensuring proper form and alignment, then return to the starting position by pushing through your heels, engaging your leg and core muscles for a comprehensive lower body workout.