And when women dare to exercise outdoors, 50 per cent do so under the cover of darkness - or early in the morning before even the dog walkers have stirred. As well as avoiding peak jogging times, women also avoid popular routes and choose a location where they are less likely to be seen.
And forget the Lycra - two thirds of women choose baggy clothes to hide their bodies.
Reaching for comfort food is the preferred option for over 70 per cent of women, along with listening to sad music or even climbing under the duvet – alone.
Isn't this a depressing scenario? Mind's research showed that almost two thirds of women felt exercise classes were cliquey, they'd be unable to keep up, and they were embarrassed about getting hot and sweaty in public.
Women are missing out on exercise because of embarrassment, yet Mind's research shows that exercise outdoors – and as part of a group - has benefits for mental and emotional health which compares favourably with drugs such as anti depressants.
So why do women feel like this and can anything be done to help women exercise more?
Ella's experience seems typical. She says: "I'm quite big, and running is out of the question! I avoid classes, like zumba, even though I quite fancy the idea, because I'm embarrassed and worried my fitness levels and lack of coordination will fail me.
"I went to a park-based boot camp last night, and although I managed to do a lot of it, I spent the whole time feeling like the fat girl at school sports day. But it made me realise I can do it...so I'm really going to try and get over my shyness and do a zumba class next week!"
Even if you are not overweight, classes can still be tricky, as Rachel found. "I've recently started going to 'Body Balance' classes, which are a fusion of yoga, Tai Chi and Pilates. I'm average size but the other women at the class are waifs.
I feel like an elephant huffing and puffing trying (and failing) to touch my toes. It's not enough to put me off going but I'll admit it is a bit disheartening.
"I'm fairly slim but have big boobs and have had dozens of unsolicited comments when I'm just walking down the street - there's no way even with the best sports bra in the world I'm going to leave myself open to comments and leers."
But shouldn't women just grit their teeth and get on with it all? Anne thinks so.
"I don't pay much attention to the appearance of others around me, though I always get the feeling that women worry about how they look more than men do, and seem to cover themselves up more. So my answer is that I just try to get on with it and not worry what others think about my shape, or how fast I'm going.
"For me, the challenge is more about finding time and motivation when the results are so slow in coming but generally I find the feel-good effects of exercise far out-weigh any negative considerations."
At last! Someone who doesn't care what other people think and feels better for it.
And another. Vicky says: "I belong to a posh health club where all the women are reed thin. I have big boobs and a big bum but I'm proud of my figure and I work to keep in shape. When I was younger I'd feel a bit intimidated, but most people are not checking you, or anyone else out."
So it looks as if women perceive that others are taking notice of them, whereas the reality is that everyone is focused on their own wobbly bits, trying to hold them in or make them smaller.
The more women who pull on their trainers and get outside, or Zumba with abandon, the easier it will be for other women to participate.
Sarah, who suffered from severe depression says, "I can't believe I am saying this, but exercising outside has changed everything. I was scared and thought I'd be humiliated but everyone in the group was normal, no one cared what you looked like, and it was a liberating experience."
Is fear holding you back from joining a class?