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Western women usually find that fitness centres in Japan are new, clean, and well-organised, with excellent equipment and facilities, a wide range of classes, and friendly and helpful staff, many of whom speak English. Many centres also have well-maintained swimming pools and some have public baths. There are many health centres, gyms, and swimming pools (public and private) all over Japan, so it is usually quite easy for a Western woman to find one near her home.
Japanese fitness centres tend to open later in the day (around 10:00 a.m.) and close earlier (around 10:00 p.m.) than many fitness centres at home. Fitness centres are very women-friendly, with much less testosterone floating around than you’d expect. You’re also unlikely to feel intimidated by Lycra-clad model types; most people wear baggy clothes.
There are also many government fitness centres and swimming pools throughout Japan. They tend to be cheaper, although, of course, not quite as flash. Check your ward office brochure for details.