The PE classes at Wego aim to improve students' fitness and help them develop a habit of exercising. Some of the units include Judo, strength training, and flag football. Wego holds various physical activities and competitions for students each year to help them build healthier bodies and experience the joy of sports. Through the process, students also learn teamwork and develop perseverance, having the courage and confidence to face difficulties in the future.

Every student at Wego has to pass the physical fitness test and swimming proficiency test before graduation. In addition to the varsity boys and girls basketball teams, Wego offers a variety of sports clubs led by professional coaches, practicing on Saturdays.