Numerous sports teams from Serbia and abroad come here for training in summer and winter alike. Sjenica houses a new sports hall and the football stadium at the very center.

Along with the surrounding mountains, Pešter is extremely suitable for winter sports. Skiing society from Sjenica is the champion of alpine disciplines in Serbia and Nordic skiing in Balkans. Winter sports competitions are organized at the Glibanj slope 3 km away from Sjenica.

There are also a few recreational and rehabilitation centers in the area, namely the Rehabilitation Center for Cardiovascular Diseases on Zlatar mountain, Recreational Center for Schoolchildren in Kušići, while visitors can also find small thermal springs near Sjenica.