But it must excruciating to do it at the gym, when you're sweaty, wearing unflattering clothes and definitely not looking your best.
So we really feel for Lauren Goodger, who ended up at the same Essex gym as her former fiancé Mark Wright yesterday.
According to the Daily Mail, 28-year-old Mark arrived at 1.10pm and left at 2.30pm, while Lauren showed up just half an hour after him, but didn't leave until 3.10pm.
Lauren, also 28, must really be determined to stick to her new fitness regime: it can't be easy working out in the same place as your ex, especially if he's about to marry Michelle Keegan.
Former TOWIE stars Lauren and Mark were together on and off for 10 years, after meeting at school in their teens.
Their fiery relationship was documented on the first series of the Essex-based reality show and they even got engaged in 2011.
But, following his proposal in a car park, Mark quickly called things off, accusing Lauren of cheating on him – something which she has denied.
While it's unclear whether the former flames spoke to each other during their awkward work-outs, Lauren previously insisted she'd never be rude to Mark.
She told Reveal: "I don't speak to him, but if I saw him I'd say hello, just like any girl would with her ex. It's no different just because we we're on TV, we're still normal people."