I agree with a healthy high calorie diet but I have found that it's really difficult to put on weight with food alone. I try to lift heavy weights, especially legs. Squats, lounges, hamstring curls, etc. Also exercising your larger muscle groups requires more O2, building better lung function and better O2 efficiency. Muscle weighs more than fat and much easier to build, just takes some discomfort and effort. Healthier too!!! Everyone has to start somewhere so don't be discouraged at first. Start with light weight to gage your exercise tolerance and build from there. I promise it will make you feel better all the way around!!!