A practical solution
Before starting any workout, you might want to consider activating the screen lock. This way, the watch's screen and button won't get accidentally triggered while you're doing a workout. There's also a water lock you should consider, depending on the type of exercise routine or sport.
If you're using the Workout app on Apple Watch, swipe right, then tap Lock. When you start a swimming workout with Apple Watch Series 2 and later, your Apple Watch automatically locks the screen with Water Lock.
Get some gear
If you need to wear your Apple Watch doing exercise, but rather not have it around your wrist, consider making it an armband. Twelve South's ActionSleeve is the obvious choice -- assuming you have an older Apple Watch. Featuring a protective neoprene and plastic shell, the armband works well on the Apple Watch Series 1 through Apple Watch Series 3. Get it in black or red.
If you own an Apple Watch Series 4, consider the inexpensive B-Great Breathable Hook and Loop Armband. The breathable black band might not look sexy, but it still will get the job done. Best of all, there's a B-Great armband for all Apple Watch versions.
Another solution is to grab a protective case for your Apple Watch. Among our favorites are the Spigen Rugged Armor models, which are budget-priced and available for all Apple Watch versions. Many of these are also waterproof like the Catalyst Case, which is available exclusively for the 44mm Apple Watch Series 4. With a waterproof score of IP68, you can add this case to your Apple Watch and dive as deep as 330 feet.
Speaking of gear
Partial- and full-contact sports often require wrist coverings to protect your hands during play. If the covers are big enough (and most should be), you can easily slip your Apple Watch underneath.
Turn it around
A smashed Apple Watch display is the last thing you want to happen during a workout. For added security, especially during lifting or other exercise interactions where the back of your wrist may come into contact with metal, consider putting the screen on the inside of your wrist. Don't worry; the heart rate monitor will still work even with the band facing outward.
In a pinch
If you don't have wrist gear or a durable case and find yourself unexpectedly on a basketball half-court or other sports area, consider wrapping your Apple Watch with a sweatband. Although makeshift, at best, this solution will still help protect your wearable device from potential bumps and bruises.
Take it off
If you're anxious about damaging your Apple Watch during certain types of workouts, maybe the best move is to take it off. Sure, doing so wouldn't be the most fun option. Still, for extra peace of mind, this might be the way to go. In this case, you should consider an external heart monitor in place of the Apple Watch.