Add more men. You can only add more men if you have the appropriate tech.

maybe you did more expert troops?

Ahh ok thanks hermes, now what is that tech I need to increase my units hit points when creating them?

What hermes said but, to get slightly more specific, it'll be a tech in the Warfare tree. You can achieve this in two ways: the tech that unlocks larger parties (i.e., a troop of four peasants have four times the HP of a troop of one) or the tech that allows better training of your soldiers (this does, directly, increase the HP of each soldier. The two effects can, of course, stack (assuming you have the money and materials): a troop of four Veterans will have more HP than a troop of four untrained soldiers.

- Ash

I believe you can also increase unit veterency levels, thus, adding more hitpoints.

Actually, Asharak explained it quite well.

And, yes, the basic Peasant unit has a little higher stats then they should. That's intended to help starters.

Lastly, they get more HP by gaining levels by fighting.