The Trustees of Bryn Mawr College were aware of the popular perception that serious academic endeavor for womenmight result in disastrous consequences. To show their commitment to the students' well-being, they publicly advertised facilities, coursework, and individual attention. "Physical Culture will be regarded as specially important," the College's first "Circular" advised, noting that "it is intended that the Gymnasium shall be in charge of a skilled instructress, so that its exercises shall be adapted in time and amount to the personal needs of each student, and that all danger of hurtful excess may be avoided."

To help ensure that the new institution's programs, faculty and facilities, including those devoted to "physical culture," would exceed or at least be comparable to other women's colleges, the newly appointed Dean, M. Carey Thomas, embarked on a series of visits to New England women's colleges in the spring of 1884. At Vassar, Smith and MountHolyoke, she saw exercise classes based on the teaching of Dio Lewis, a proponent of women's physical education in the 1860s. They included the use of light equipment, such as Indian clubs and wooden dumbbells, resistance equipment, and group drills.

In Cambridge, Thomas met Dudley Allen Sargent, director of Harvard's gymnasium and the rising star of physical education. Sargent reviewed the plans for Bryn Mawr's new gymnasium, called them "quite good" (according to Thomas' notes from the trip), and recommended the addition of an elevated running track to free up floor space and to warm the students' circulation. Impressed by reports that Sargent's system was having a positive effect on women at Wellesley, Vassar and Smith, Thomas recommended to the Board of Trustees that Bryn Mawr adopt the same plan and have it taught by a Sargent-trained instructor.

The completed state-of-the-art facility was a relatively modest brick building, built on the site of the current Centennial Center. It housed light equipment such as Indian clubs and wooden dumbbells, gymnastic apparatus such as parallel beams and horses, some moderate weight-lifting devices, ropes and wall-mounted bars for climbing, and the Sargent-recommended running track. It also was used for non-athletic events as well, such as Sunday evening meetings, graduations, and rehearsals and performances of the lively student productions.

The first major improvement in the gymnasium occurred less than ten years after it opened. In 1894, made possible by contributions of students, alumnae and friends, an indoor swimming pool was built in the basement. Its presence was noticeable on the façade that faced Merion Green, where a large paneled window was installed to light the interior.