There is a women’s group who do yoga. It is an exercise/workout class with an instructor, and may not be Jewish. A friend mentioned that yoga may be an issue regarding Avodah Zara. Is there a problem to attend?

It is a problem to attend.

The Rebbe writes:

Inasmuch as the Torah and Mitzvot were given to all the Jews, and to each one individually, for all times and in all places, and “these are our lives and the length of our days,” it is clear that every moment of a Jew’s life should be consecrated to Torah and Mitzvot. Hence it is both surprising and painful to see a Jew spending precious time in search of “greener pastures” elsewhere, even if his intentions are good, for, as above, the important thing is the actual deed.

Needless to say, the above includes Yoga and similar cults even if it is not connected with anything pertaining to Avoda Zarah – if there is such a cult that is completely free from Avoda Zarah, and in this only a competent Torah authority who is permeated with Halacha is qualified to rule.

I am not seeking opportunities to admonish anyone, but since you mention certain oriental cults, it is my duty to call your attention to the fact that every spare moment that a Jew can use to deepen his knowledge of Torah he dissipates it on other things is deplorable enough, not to mention cults that in their overwhelming majority are certainly connected with Avoda Zarah in one way or another, and if there are exceptions, one must make doubly sure through an expert Torah authority, as mentioned above.”