It's easy to find gym clothes that provide coverage. Choose modest workout clothes like a short or long sleeve tee shirt with a crewneck, plus full-length or 7/8-length track pants or leggings to keep your legs comfortable. Layer on a hoodie or track jacket for warmups and cool-downs. adidas athletic wear is made from lightweight, breathable fabrics that manage moisture to keep you dry and comfortable, so you can work out without showing too much skin.