As you may know, Fitzroy Pool is outdoors — but hear us out on this one. Yes, it might seem insane to swim outside in winter, but the pool is heated to a balmy 27 degrees during the cool months, which is frankly a lot warmer than most places in Melbourne. 

It may be a little dark to name a swim centre after a man who drowned at sea, but, hey, everyone else seems to be okay with it. In fact, the Harold Holt Swim Centre is a pretty great memorial to the former Prime Minister. 

Melbourne City Baths in the CBD is a triple threat. It may look like an old-timey gaol from the outside, but inside you'll find a gym with a comprehensive group fitness program and a heated indoor 30-metre lap pool. 

Brunswick Baths on Dawson Street is the perfect place for swimmers of all levels. The indoor pool is in a beautiful tiled hall — and while it's small at only 20 metres, it will keep you toasty warm all through winter. 

We wouldn't send you to the sea baths in winter if they weren't warm, and, luckily, St Kilda's baths are heated to a sweet 25 degrees. The 25-metre pool is filled with heated seawater, meaning that it isn't as irritable as chlorine (but still hygienic).

The indoor pool at the Richmond Recreation Centre is one of the best Melbourne pools to frequent in winter. The facility houses a 50-metre heated swimming pool, as well as two gymnasiums, a group fitness studio, spa, sauna and steam room.