The last building erected during the initial construction phase was the Exercise and Nutritional Sciences Building, which was considered unique when it was completed in 1934 because it served both men's and women's programs. The "Dual Gym," as it was known, was considered "one of the largest and best equipped physical education plants on the Pacific Coast." However, it was created amid much controversy.

Early designs for the gym created by architect William H. Wheeler featured a barn-like structure located near the entrance to the campus. This concept clashed with the original campus plans, as well as the established Mission Revival style architecture. The administration protested, and the state finally relented, even appropriating an additional $40,000 to the project to cover the revised plans created by Howard Spencer Hazen.

The monumental Exercise and Nutritional Sciences Building continued the Mission Revival theme but included schemes from other architectural styles. The rick-rack design at the top of the structure was a notable motif of 1930s architecture; the Mudejar-influenced design of the twin windows on the building's south facade is reminiscent of many Iberian and Spanish Colonial-era buildings found in Mexico. The Gothic-inspired southeast entrance portico features floriated capitals supported by coupled columns, and the garden patio court contains a Moorish-influenced fountain, decorated entryway, and red tile covered loggia. Aesthetics aside, another remarkable component of the Exercise and Nutritional Sciences Building is its steel frame and reinforced concrete-construction. It was so well made that it approached today's standards for withstanding earthquakes.

Plans for the facility called for a main basketball court and two secondary courts, a temporary stage, administrative offices, showers, physical examination rooms, classrooms, activity rooms, a women's club room, and a solarium. A swimming pool also was planned for the east side of the gymnasium but was never completed due to the economic depression of the 1930s.

After the completion of Peterson Gymnasium, the men's and chairperson's offices were moved there in 1961, and the original gym became known as the "Women’s Gym," even though many classes and activities were coed. The Exercise and Nutritional Sciences Building underwent remodeling in the 1980s, and the physical education faculty were returned to the building, which was now called "Physical Education."

The Exercise and Nutritional Sciences Building currently houses the Teacher Learning Center, the Department of Military Science, the Department of Aerospace Studies, Exercise and Nutritional Sciences, the Dance Studio, Kinanthropometry, numerous science laboratories, a computer lab, lecture halls, and the Army and Air Force ROTCs. A new annex built on the north side of the building contains several laboratories.