I don't care about women at the gym unless they specifically approach me.
though as a dude who had realized the power of makeup, gonna be honest in saying that wearing full makeup on a gym day is just hassle and not worth the effort because you are going to smudge it up with your sweat and moving around.
The MOST I would personally do is put on maybe a small amount of concealer for blemishes and guyliner. Even if you sweat over the course of the say you'll end up with some cool looking natural smokey eyes. maybe even skip the concealer. You don't go to the gym to show off to others, showing off and dressing nice is for when you aren't sweaty tired and sore.