In 1883, the first sports activity to take place at Apollo Bunder was tennis. Later, cricket and football were added, and the first Athletic Club of Bombay YMCA was established for members who wanted to play these games. After conducting sports and games activities for its members for several years, the Athletic Club decided to organize the first Annual Sports meet for two days on March 16th and 17th, 1905, covering 23 sports events. There were 180 entries for various sports. On November 29th and 30th, 1917, PED organized the All India Open Sports Championship. Bombay YMCA played a significant role in promoting the Olympic ideal in Western India.

The Physical Education department, which is the pulse of the industrial workers, participates in games and athletic events. The department helps the underprivileged and blue-collared class workers of the area to channel their frustrations and pressures through sports activities instead of indulging in vices such as alcohol, drugs, gambling, and domestic violence.