There are plenty of gyms in Sofia, though they may appear rather small and their changing rooms rather tatty to anyone coming from a larger city. There are also a lot of tennis courts, indoor and outdoor, though the choice of swimming pools and squash courts in Sofia is limited.
One of the biggest disadvantages is that Sofia is just not a friendly place to ride a bike. People do it, of course, but at their own risk as Bulgarian drivers notoriously make no allowances for cyclists, the roads are busy and potholed and there are hardly any cycle paths to speak of. A good way to get out and cycle if you are based in the city is to cycle in either Borissova Gradina or South Park where the biggest danger will be from dogs.
Here are some tips on how to keep fit and spend your free time in Sofia.