He told the Daily Star newspaper's Wired column: "You don't ever want to feel like you're on the back foot on tour, I train now. I got a really good piece of advice in the early '90s.
"Phil Collins was doing 'Top of the Pops' with us and on my way past his dressing room he had a treadmill in there and I asked, 'What's all this about?'
"He was physically training to go on tour. It intrigued me because you're singing for two hours, moving around the stage, just the stamina of being on there not being breathless."
Gary has been touring the UK this festive season, which proved challenging due to the pandemic as band members had to miss shows and the final night of the run had to be cancelled.
However, the 50-year-old star insisted he has no regrets and did everything he could to stay safe.
He added: "It's such a strict operation. This isn't government restrictions; this is touring life at the moment.
"We were all in bubbles - I am in a bubble with my driver, my assistant and my security. I can't have dinner of visit anyone else's dressing room.
"No one, including family, is allowed backstage. It's the opposite of how touring is supposed to be but it's necessary this time."
Meanwhile, Gary - who released his first festive album 'The Dream of Christmas' this year - joked he'll have the record playing at home.
He quipped: "Will I be playing my Christmas album at home this Christmas? Yes for sure. Sorry kids. I've got a record player and it only comes out at Christmas. We have [Frank] Sinatra and Bing Crosby and now me."
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