Since Pilates is a low-impact workout, you don’t need a super supportive sports bra or even sneakers. Leggings, bike shorts, or joggers are good options for bottoms, and any fitted top or sports bra works just fine. Some people choose to wear grippy socks to help them feel more stable, but you can do Pilates with regular socks or barefoot. If you’re doing reformer Pilates, try to stay away from loose-fitting clothes, as they could get stuck in smaller parts of the machine and create a safety hazard.