All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
Practising sport in gyms is permitted in principle, but if it leads to prohibitions, then it becomes prohibited. Listening to music is undoubtedly one of the vices that Muslims should avoid and what is worse in such gyms, is the presence of women who are indecently dressed. The Prophet said: "Whoever sees an evil, should change it with his hand; if he can't, then he should change it with his tongue; if he can't then he should reject it in his heart." [Muslim]
So, if you can change the evil when going to these gyms by trying to convince those responsible and players of how bad this is, then you can go and you will be rewarded, Inshaa' Allaah, bearing in mind that you should lower your gaze from looking at these women.
But, if you aren't able to change this evil, which is what we believe the case will be, then it is not permissible to go there for Allaah says (which means): {And it has already come down to you in the Book [i.e. the Quran] that when you hear the verses of Allaah [recited] they are denied [by them] and ridiculed; so do not sit with them until they enter into another conversation. Indeed, you would then be like them. Indeed, Allaah will gather the hypocrites and disbelievers in Hell all together}[Quran 4:140]. This verse indicates that Muslims should keep away from places where sins are committed for Allaah says (which means): {so do not sit with them until they enter into another conversation}[Quran 4:140].
Al-Qurtubi said in the interpretation of the verse: 'Because the one who does not stay away from sinners is in fact pleased with what they are doing. All those who sit in places where sins are committed, and don’t attempt to change the sin by forbidding the evil, are equal in sin. They should warn these people of how great their sin is. If they can't do this, they should leave these places at once so as not to be among those who were mentioned in the previous verse.'
We do not believe that the Islamic conditions can be fulfilled when you go to such gyms, in the presence of this evil, and therefore it is forbidden for you to utilize such gyms.
Allaah Knows best.