A novel microfluidic system for applying cyclic pressure to cells during incubation is developed and tested in this work. The cyclic pressure generates stress stimulus to the cells, and is named 'Cell Exercise' in this work. The goal of this paper is to design an 'On-Chip Cell Gym' where we can observe what happens during the cell exercise in real-time. We design the cell gym on a PDMS chip composed of two parallel chamber arrays, so that we can directly observe the difference with and without Cell Exercise. Cells in one group of chamber is cultured under cell exercise mode and the other one is under none cell exercise mode. Dramatic growth of cell stress fibers is observed in the group of cell exercise with respect to the group without any exercise.