Pilates 101: What Trainers Want You to Know Before You Take a Class Amy Marturana Winderl Replay Video Who can do Pilates? Pilates is a little like that woman at your gym with fancy workout gear and the sort of moves that put pro athletes to shame. In a word: intimidating. Maybe that's because tons of ultra-fit (and ultra-wealthy) celebrities swear by the practice. Or maybe it has to do with the fact that Pilates studios used to only exist in expensive cities, with classes costing an arm and a leg. The crazy machines probably play a role. Truth time: The exclusive feel of Pilates is in the past.