Introducing: the high-heeled squat. What is the high-heeled squat? How to do the high-heeled squat exercisea) Start with a controlled squat like you’re about to sit down on an invisible chair. High-heeled squat modificationsIf you’re new to the exercise and are struggling to maintain balance, Dr Kate Ella advises keeping your heels planted to begin with. Once you feel confident performing the high-heeled squat, Dr Kate Ella suggests trying it in reverse.