Women can wear bras when they exercise if they want to, but there is no medical evidence that exercising braless will harm them or cause breasts to sag. A breast is made up of skin on the outside, fat underneath and muscles under that. Breasts are held in place by skin and small ligaments that go from the skin to muscles underneath the breasts. The intermittent stretching that occurs during exercise does not stretch out the skin or ligaments. A breast is composed mostly of fat, so when a woman starts to exercise, she loses fat from her breast as well as the rest of her body and they become smaller and may appear to sag. Sagging is determined to some degree by heredity. All women develop some sagging as they age and those with the largest breasts are the ones who are most likely to develop sagging.
Many women with small breasts prefer not to wear bras when they exercise. However, women with large breasts may need them to feel comfortable. If a woman wants to wear a bra, she should choose one that is loose enough to let her breathe comfortably, and tight enough to keep the breasts from bouncing and the bra from riding up or twisting during exercise. The bra should not have bones or wires that dig into the body, or rough seams or hooks that rub against the skin.