I do not recommend working out in a corset. 

There are some folks who say you can do light exercise in a corset, like walking or riding a bike. 

Sometimes I go for slow walks in my corset, but most often I take off my corset to walk because I like to do speed walking and I heat up quickly.

But usually, I like to take my corset off when I work out. 

I want a full range of motion, and I don’t want to feel any restraint. 

And there are times I wear a latex waist trainer when I work out, like on the elliptical.