Yes, it is recommended to wear clothes under a sweat suit. Sweat suits are typically made of thicker and heavier materials that can cause chafing or trapping in excess heat if worn against bare skin. Wearing an undershirt or lightweight shirt keeps the body more comfortable and prevents chafing caused by the fabric rubbing against your skin. Additionally, wearing clothing underneath a sweat suit will help keep you warm while providing extra insulation from any moisture produced while working out.