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.
It is not forbidden to go to that gym in order to practice a permissible sport such as weight lifting. As regards boxing, then boxing in its usual, well-known form is a forbidden sport because it involves harming others and striking the face. The Prophet said, “If any one of you fights, let him avoid (striking) the face.” [Al-Bukhari and Muslim]
This sport is based on striking the face of the opponent with the utmost force that the boxer is able to exert.
The fatwa of the Standing Committee reads:
“Boxing is not permissible because of the harm that it causes to the person, and Allaah says (what means): {And spend in the way of Allaah and do not throw [yourselves] with your [own] hands into destruction [by refraining].} [Quran 2:195] Allaah also says (what means): {And do not kill yourselves [or one another]. Indeed, Allaah is to you ever Merciful.} [Quran 4:29] There is a great harm in boxing, and there is no preponderant benefit in it. Since this is the case, boxing is forbidden, so you are obliged to leave this harmful sport and do something in which there is a benefit.”
Hence, it is not permissible to go to watch boxing or participate in it whether that be in that gym or in another place, because of seeing evil taking place without the ability of objecting to it or changing it.
Also, going to the so-called saunas, if this leads to seeing the ‘Awrah (parts of the body that must be covered in Islam) of men or women, then this is not permissible as the saunas in western counties are hardly devoid of this. But if we presume that it is forbidden to reveal the ‘Awrah in those saunas and that there is no mixing between men and women, then there is no harm in going there.
Allaah knows best.