Yes a very nice indoor swimming pool and other recreation facilities in Jade Palace Hotel not too far from Wudaokou area and right beside a subway station on Line 10 (Zhichunli Subway Station). See the link below for a picture and the website of the hotel.

You can purchase some membership to use the facilities there or pay per use.

You've also got Fusion Fitness Center:

2/F, Yifu Fitness Bldg, inside Beijing Language and Culture University, 15 Xueyuan Lu,
学院路15号北京语言大学逸夫健身楼二层

8230-3617
www.ningku.com.cn

There a huge gym there with a wide variety of machines, as well as a swimming pool.

in chengdu ,megafit  fitness center is region first large scale special field reaches international    standard of southwest fitness center

tel :13981978709

Megafit Fitness Center 

Tel :13981978709

Address:level 5, Top cicy,chunxi road,chengdu

Megafit Fitness Center is region first large scale special field
international standard of southwest fitness center

Megafit fitness center
possesses over top 100 world fitness equipment

Megafit fitness center
offer Europe America most popular fitness exercise and collective
training course

In addtion,Megafit fitness center
offer shower and sauna

Sport Bar  :
1. Aerobics  Zone 
2. Stretching Zone
3. Weight Training Zone
4. Free Weight Zone
5  Spinning Room

Aerobic Dance studio
1.Hatha yoga  2.body balance   3. body pump   4.body jam  5.new  jazz
6.belly dance 7 latin     8.tai chi 9.salsa  10.hip hop 11 fitness ball
12 step  13 pilates  14 aerobic dance  15 dance step 16 spinning
17 spinning  18 pipe dance