What is a sports bra? A sports bra is a bra that is designed for exercise, when your body is moving more than usual. Sports bras are typically made of a moisture wicking material that makes you more comfortable when you are sweating more than usual. Some sports bras have wire and others do not. Sports bras with wire are recommended for high-impact activities, like running or jumping, while wirefree sports bras are recommended for low impact activities like walking or yoga. Sports bras are meant to minimize the bounce of breasts when moving, although no bra will totally eliminate bounce.