Not all the time. That's more of a Dragonball Z (most people that ask this question saw it on that anime show) thing.
However, a weighted vest can be useful for making certain movements more difficult. Things like burpees, bodyweight squats (explosive jumping or normal), glute ham raises, ab wheel rollouts, etc. can all be done with weighted vests. I'd steer clear of running with a weighted vest because it increases the impact on joints. If you want to increase resistance while sprinting, then parachutes or sleds are a better idea.