I don't want my husband going to a co-ed wrestling gym.
What did you tell him when he asked about it?
I have said no way. I don't think it's fair
I think that you should tell him why it makes you uncomfortable. It is okay to set boundaries in a relationship, I just think that you should explain it to him.
I'm not going to tell him. He can find out when he goes.
It is ok to set boundaries but they should be reasonable. If you really think he's more likely to cheat as a result of the wrestling gym, you need to talk to him about that directly.