The Gymnasium is located on the Boat Deck, accessible via the Starboard Vestibule, off the Grand Staircase. It was described as a wonderful innovation for an ocean-going liner. It had an electric camel, an electric horse, cycling machines, and a rowing machine.

Tickets, priced at one shilling ($0.25 USD), were available from the purser and entitled First Class passengers to one session in this facility while guarded by Thomas McCauley, physical educator.

The gymnasium was open for ladies between 9:00 AM and noon, and for gentlemen between 2:00 PM and 6:00 PM. Children were allowed in between 1:00 and 3:00 PM. The White Star Line said that passengers could "indulge in the action of horse riding, cycling, boat rowing, etc., and obtain beneficial exercise, besides endless amusement."

One of the most popular attractions was the electric camel, an exercise riding machine that mimicked the gait of a camel.

When the ship was sinking, the Gymnasium was engulfed with First Class passengers while they waited for permission to board the lifeboats. John Jacob Astor took a lifejacket and cut it open to show his wife it was filled with cork. On the fateful night of 14/15 April 1912, McCauley remained at his post in the gymnasium and went down with the ship.