Fitness centers are energy-intensive in warm climates, cooling the interior to low temperatures that are comfortable for exercise. There is little existing guidance on how to do this efficiently. However it is well-known that significant energy can be saved by cooling sedentary occupants with air movement at elevated setpoint temperatures. This experiment investigated thermal comfort and air movement at elevated activity levels. Comfort votes were obtained from 20 subjects pedaling a bicycle ergometer at 2, 4, and 6 MET exercise intensities in four temperatures (20, 22, 24, 26 °C, RH 50%) under personal controlled ceiling fan airflow, as well as in a 20 °C still-air reference condition. An additional test of frontal airflow was conducted at 26 °C. The hypothesis, that air movement together with higher temperatures would produce equal or better comfort and perceived air quality below the reference condition, Center for the Built Environment (CBE) University of California, Berkeley was confirmed for every temperature up to 26 °C. Subjects preferred air speeds up to 2.3 m/s to maintain acceptable thermal environment at 6 MET. The small frontal fan affecting the facial area was effective but the ceiling fan affecting the whole body provided greater comfort. Fitness centers should operate with elevated air movement to improve both comfort and efficiency.