Kentucky Avenue School uses the facilities of its neighborhood for its physical education program. Mellon Park is home to KAS from September to November and again from April to June. Students in the primary grades avail themselves of the playground equipment: climbing. swinging, and at times enjoying the water park activities. It is softball season for the students in grades four through eight. Students learn the fundamentals of softball and play at various positions rotating throughout the season. Walking to and from the park provides additional exercise for the students.

The Shadyside Boys and Girls Club is home to KAS in the winter months. From December to March students use the gym at the Boys and Girls Club for a variety of activities. The primary grade students stretch, do yoga and play a variety of creative tag and ball games, focusing on team building and cooperation while building gross motor capabilities.

It is basketball season for the students in grades four through eight. Students learn the fundamentals of basketball as they engage in playing the game. Once again the walk to and from the Boys and Girls Club provides additional exercise for the students.