On April 27, 1916, Gimnasia played against Estudiantes de La Plata, its classic rival, for the first time. The match took place at the Estudiantes de La Plata' field (1st and 57th streets), where Gimnasia y Esgrima defeated its classic rival 1–0. That year, Gimnasia finished the championship in fourth place, behind Racing Club, Club Atlético Platense and River Plate, with nine victories, nine ties and three defeats. In 1921 Gimnasia would again reach fourth place, behind Racing Club, River Plate and Independiente, as a result of 23 victories, six ties and nine defeats.
On April 27, 1924 the new stadium was inaugurated, in La Plata's main park ("El Bosque", "the Forest") at the intersection of 60th avenue and 118th street; it was named Stadium Juan Carlos Zerillo. Gimnasia y Esgrima remained undefeated in its new stadium for 15 months (from its first official meeting until July 1925). On that year, Gimnasia achieved second place, behind San Lorenzo, with 15 victories, seven ties and one defeat.
In 1929, Gimnasia y Esgrima obtains its only First Division title in the amateur era, after a campaign that included fourteen victories and three defeats. The championship of 1929 was organized along the Copa Estímulo format, that is, teams where separated in two zones ("even" and "odd"), the title being defined in a game between the winners of each zone. Gimnasia y Esgrima won the first place in the "odd zone", which included River Plate, Racing Club, Huracán, and Estudiantes de La Plata, among other teams. The "even zone" was won by Boca Juniors, that qualified thus for the final meeting.
The final took place on February 9, 1930 at the old stadium of River Plate (at the intersection of Alvear and Tagle in Recoleta). On that day, Gimnasia fielded: Felipe Scarpone, Di Giano and Evaristo Delovo; Rusciti, Santillán and Belli; Curell, Varallo, Maleani, Díaz, and Morgada. After being down 0–1 at half time, the team turned the result and won 2-1 with two goals by Martin Maleani. That same year Gimnasia won the ""Reserve"" championship. Consequently, Gimnasia y Esgrima became the first club of La Plata to earn a title in a competition organized by an Association recognized by FIFA.
Between December 1930 and April 1931, Gimnasia's team, which later would be known as "El Expreso" (in English, "The Express"), toured Europe and Brazil. Gimnasia became the first Argentine club outside Greater Buenos Aires to compete in Europe, and the first ever to play in Portugal, Czechoslovakia, Austria and Italy. In the European portion of the tour, Gimnasia played twenty-two games, winning eleven and losing six. On February 15, 1931, Gimnasia defeated Sportverein München 4-0 at Munich, in a game remarkable for being the first match played by an Argentine team on a snow-covered pitch. On March 8, Gimnasia won 3-1 over "AC Sparta Praha" at Prague, a team that was arguably the strongest in Europe at the time, and that no South American team had yet defeated. Gimnasia also won its matches against three of the most important European clubs: a 3-1 victory against Real Madrid (at Madrid, on January 1, 1931), 2-1 against FC Barcelona (at Barcelona, on January 6, 1931), and 1-0 against Benfica (at Lisbon, on March 29, 1931).
Already in the professional era, Gimnasia y Esgrima La Plata entered in the history of Argentine soccer with a famous team known as "El Expreso" (The Express). The "1933 Express" comfortably won the first round of the First Division championship. In the second round, Gimnasia y Esgrima La Plata led the championship, until it faced Boca Juniors and San Lorenzo de Almagro. In these matches, Gimnasia was subject to openly biased arbitration. In the latter game, the referee Rojo Miró favoured so blatantly San Lorenzo that the Gimnasia players famously refused to continue with the charade, and "went on strike." They simply sat on the field, while San Lorenzo scored unopposedly, before the referee terminated the game with a 7–1 outcome. The 1933 team ended in the fourth place (San Lorenzo was the champion) with a record of 21 victories, four draws and nine defeats. However, the legendary Express had been born, and it never left the memory of its fans. The top scorer of The Express was Arturo "El Torito" Naón with 33 goals.
This Cup was disputed in 1960 and was organized by the club Estudiantes de La Plata. It was called "Gobernador de la Province of Buenos Aires Dr. Oscar Alende Cup", in honoring the governor Oscar Alende. The cup was an international quadrangular, comprising friendly matches between Estudiantes, Gimnasia, Club Nacional de Football and Club Atlético Peñarol, the latter being the two main football clubs from Uruguay.
Gimnasia won both meetings against the Uruguayan teams: 5–2 against Nacional and 1–0 against Peñarol. Estudiantes lost its respective games for 0–1 and 2–5.
In the last match, Gimnasia tied with Estudiantes 2–2. On February 13, 1960, Gimnasia was therefore crowned champion of the Gobernador Alende Cup, at the stadium of its classic archrival, located at the intersection of the 57 & 1 streets of La Plata.
One of the teams most remembered by Gimnasia fans is ""La Barredora"" ("The Sweeper"). After almost a decade alternating good and bad performances, the championships organized by the Asociación del Fútbol Argentino were restructured.
The result was the creation of two championships: the "Metropolitano", played by teams affiliated directly to the AFA (and divided in two zones), and the "Nacional", played by the teams placed in the top positions of the "Metropolitano", in addition to teams from the leagues of the Argentine interior. The rest of the teams played the "Promocional" and "Reclasificatorio" cups. Other variants existed, whereby the "Metropolitano" was played as an all-team home-and-away round robin, and the "Nacional" in a two-zone competition.
In the first year, 1967, Gimnasia y Esgrima was champion of the "Promocional" tournament.
In 1970, Gimnasia y Esgrima finished second the zone "B" behind Chacarita Juniors, and qualified to the "Nacional" semifinal against Rosario Central, who had occupied the first position in the zone "A". At that time, a conflict developped between the players and the club's administration on a disagreement about performance remuneration. Unable to solve the issue, the President Oscar Venturino fielded the club's third division on the semifinal at Rosario. The final result was a 3–0 victory for Rosario Central.
The typical eleven in that remarkable team were: Hugo Orlando Gatti; Ricardo Rezza, José Bernabé Leonardi, José Masnik, Roberto Zywica, Roberto Gonzalo; Héctor Pignani, José Santiago, Delio Onnis, José Néstor Meija, Jorge Castiglia. José Varacka was the coach.
After a bad campaign, Gimnasia y Esgrima is relegated to Primera "B" in 1979. The team played in the Second Division between 1980 and 1984, year in which it returns to First Division. The team included football players such as Ricardo "El Pulpo" Kuzemka and Carlos Carrió; its coach was Nito Veiga.
In 1984 Gimnasia y Esgrima obtained the third place in the overall table, and thus qualified to dispute an Octogonal for the second promotion to First Division. The other teams in the octogonal were Racing Club, Argentino de Rosario, Club Atlético Tigre, Defensores de Belgrano, Club Atlético Lanús, Nueva Chicago, and Deportivo Morón. Gimnasia reached the final, where it defeated Racing Club twice, first 3-1 in Avellaneda, and then 4-2 in La Plata on December 30, 1984. After these victories, Gimnasia returned to First Division in 1985 and has been playing there ever since.