Maintaining regular physical exercise is essential for maintaining good health. In China, fitness centres are thriving, and the cleanliness of the exercise environment has become increasingly important. This study investigated the thermal response and indoor air environment of fitness personnel in various areas of a fitness centre using subjective evaluation and on-site air environment measurements. The findings revealed that the indoor air environment in different exercise areas of the fitness centre varied spatially, which can lead to discomfort amongst fitness personnel during exercise. Overall, the thermal sensation in different areas of the fitness centre was found consistently too hot. Temperature and humidity have the greatest impact on the thermal sensation of individuals in different areas, while indoor air pollutants have a minimal effect. The intensity and duration of exercise can also influence the body’s heat sensation and pollutant inhalation dose. The body’s heat balance mechanism can affect subjective evaluations. This study proposes three strategies for optimizing the indoor environment of fitness centres through principal component analysis. This paper provides data and a methodological framework for the development of specifications supporting the design, operation and management of the environment in fitness centres.