Next to the Sanctuary of Athena Pronaia (Tholos) is the Ancient Gymnasium of Delphi on the southern side the archaeological site.  In ancient times this was a large group of buildings which included the gymnasium, the palaestra and the baths constructed in the 4^th century B.C but many changes were made in the following centuries.

The gymnasium was actually the training area for the track and field athletes that came to compete in the Delphic Games while in the palaestra the wrestlers trained. In the Hellenistic period these buildings acquired extra activities, for intellectual and cultural events including lectures by the famous philosophers of the time.

Built on two levels, the upper where the athletes trained when it was not possible in the open, and the lower, used by the palaestra containing a series of rooms with inscriptions stating their specific use (changing rooms, wrestling area etc). West of the palaestra was a round pool, used by the athletes and filled with water from the Kastalia Springs, which became hot baths during the Roman times (120 A.D).