Fitness DK Royal

100% love it
Not officially gay, but sometimes you'd think so
Part of a nationwide chain of gyms, this branch of Fitness DK is the most popular with the gay community. Also try the branch at Adelgade near the Royal Palace. If you make friends with a member, and take ID, you may be able to get in as a guest - but no promises it will be free of charge! Worth paying for though if you want a serious gym.