Davina Ward, who lives in Kensington, visited the Costa branch on Sutton High Street with a friend after a ninja lesson wearing her sports bra and leggings.
However, after the pair bought their drinks and sat down, Ms Ward said a Costa employee asked her to cover up.
Because she had nothing else to wear, she claims she was asked to leave the shop although staff deny this.
"It wasn't the fact they asked me to leave but the woman that served me was the one that asked me to leave," Ms Ward told ITV London.
"If she had a problem she should have only allowed me to takeaway. I was not sweaty as I was only learning technique with my friend when I was training."
"I sat in Nandos before visiting Costa and Starbucks after being thrown out of Costa so it clearly wasn't an issue for them."
i’ve never been so angry in my life," Ms Ward said.
"I'm absolutely fuming. Why would they let me sit down and then embarrass me by telling me to leave?
Costa’s head of communications Kerry Parkin apologised to Ms Ward for "any offence caused" and said the company was investigating the incident.
She said: “We’d like to assure customers that our stores are warm and welcoming environments and we will be looking to reassess our training policy with our teams immediately.”
However, Ms Ward was still unhappy after being offered compensation in an email from . a Costa Customer Advisor and said she she wouldn't be returning to the Sutton shop.
Please accept our sincere apologies for the poor level of customer service that you received on your recent visit. All the events that you described are completely unacceptable and we would like to apologise for these shortfalls.
We would therefore like to add 800 points (value of £8) on to a Costa coffee card as a gesture of goodwill so that you can enjoy some free drinks on us when you're next in store.
– COSTA CUSTOMER ADVISOR
Ms Ward tweeted: "Complained to Costa and they gave me £8 to spend there. Humiliation is clearly not worth much."
Personal trainer 'kicked out' of Costa Coffee for wearing sports bra | London - ITV News