There is a multitude of leisure and sports facilities available in Heidenheim: 36 sports clubs with about 16,000 members, 6 sports halls and 16 gymnasiums, 16 fields for competitions, a soccer stadium „Alb-Stadion“, a Baseball park, fields, tennis courts, two riding halls and fields, 2 floodlight ski-lifts, fitness centers and the big indoor pool „Aquarena” as well as an outdoor pool. A golf course with 18 holes is close by.

The Heidenheim Fencing Training Center has a special importance for the city. Every year, the best epée fencers from all over the world come to Heidenheim for a tournament of international standing.

People seeking recreation and relaxation find excellent opportunities in and around Heidenheim. Heidenheim and its forests offer the landscape for walking and biking.