To get to the Cassiobury Park Green Gym from the Shepherd’s Road park entrance: walk past the tennis courts and Bowls Club on the left; follow the hedgerow until you get to the site entrance.
Watford Underground Station on the Metropolitan Line is a 5 minute walk away.
There is a car park nearby in Cassiobury Park: follow Cassiobury Park Avenue past the Shepherd’s Road entrance and the Underground station, then turn right onto Gade Avenue.