It has been hypothesised that residents of deprived neighbourhoods have poorer economic access to physical activity resources, inhibiting physical activity. Here we explore whether the cost of accessing gyms and fitness centres varies by neighbourhood deprivation in Wales. The location of gyms and fitness suites were obtained, and a telephone survey of all facilities was conducted to collect entry price data. We tested associations between neighbourhood deprivation and mean entry prices for public and private facilities. The cost of accessing private facilities is lower in deprived versus affluent neighbourhoods, whereas costs are similar across all deprivation categories for public facilities.