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.
We advise you to wear the clothes that would cover the parts of your body which generally cause attraction when practising sport, as this is safer for you because this prevents temptation [you being tempted by others or causing them to be tempted by you] especially at this time and age where the reasons of temptations are so many.
The fact that this training is only between women does not mean that this does not cause temptation. If among the woman there are non-Muslims, then you are obliged to cover your entire body (with baggy clothes) with the exception of your face and hands.
It is not true to generalize the saying that women are forbidden from wearing trousers. However, they are forbidden to wear what is peculiar to men or the clothes by which there is an imitation to non-Muslim women.
For more benefit, please refer to Fatwa 81209.
We would like to mention that there are some prohibitions for a woman to practise sport in sports clubs/halls, for instance there might be music, cameras, etc…and other things which a woman may fail to notice and which make exercising in such places forbidden.
For more benefit, please refer to Fataawa 85828 and 90940.
Allaah Knows best.